+506.7%
CIEN vs CTSH
-14.2%
+520.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.8% | +10.2% | +7.0% |
| 7D | -5.3% | -5.5% | +0.2% | -4.5% |
| 30D | -17.2% | +4.5% | -21.8% | -18.2% |
| 3M | -26.9% | +13.7% | -40.6% | -28.9% |
| 6M | +16.0% | -8.4% | +24.4% | +21.7% |
| YTD | +45.9% | -26.5% | +72.4% | +67.6% |
| 1Y | +186.8% | -13.9% | +200.7% | +199.9% |
| 3Y | +607.8% | -11.3% | +619.1% | +624.0% |
| 5Y | +506.7% | -14.8% | +521.6% | +529.9% |
| All | +506.7% | -14.2% | +520.9% | +529.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CTSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling