+2,662.4%
DELL vs CTSH
+34.5%
+2,627.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.5% | -6.9% |
| 7D | +4.9% | -2.1% | +7.0% | +5.7% |
| 30D | -32.1% | +1.4% | -33.5% | -33.6% |
| 3M | -30.2% | +7.5% | -37.7% | -34.3% |
| 6M | +41.7% | +39.6% | +2.1% | +14.9% |
| YTD | +176.6% | -22.3% | +198.9% | +199.4% |
| 1Y | +159.9% | -12.0% | +171.9% | +163.2% |
| 3Y | +388.0% | +1.8% | +386.2% | +349.5% |
| 5Y | +578.2% | -15.8% | +594.0% | +577.4% |
| All | +2,662.4% | +34.5% | +2,627.9% | +2,138.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling