+27.7%
CTSH vs LEN
+1.3%
+26.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.1% |
| 7D | -0.6% | +2.1% | -2.7% | -1.0% |
| 30D | +13.4% | +16.6% | -3.2% | +9.7% |
| 3M | +14.4% | +5.3% | +9.1% | +12.0% |
| 6M | +27.7% | -0.8% | +28.5% | +24.7% |
| All | +27.7% | +1.3% | +26.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 6mo: compounded portfolio wealth divided by compounded LEN 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…
6mo analysis · Full analysis span regression · 6 months rolling