+35,575.5%
CTSH vs LEN
+859.1%
+34,716.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.8% |
| 7D | -0.6% | +2.1% | -2.7% | -1.3% |
| 30D | +13.4% | +16.6% | -3.2% | +8.2% |
| 3M | +14.4% | +5.3% | +9.1% | +12.1% |
| 6M | +27.7% | -0.8% | +28.5% | +26.6% |
| YTD | -20.6% | -11.7% | -8.9% | -19.4% |
| 1Y | -9.1% | -24.6% | +15.5% | -3.5% |
| 3Y | +3.1% | -18.7% | +21.8% | +4.0% |
| 5Y | -11.8% | -4.4% | -7.3% | -16.9% |
| 10Y | +42.7% | +152.2% | -109.5% | -7.1% |
| All | +35,575.5% | +859.1% | +34,716.3% | +9,767.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling