+3,922.7%
DELL vs CTSH
+21.4%
+3,901.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.6% | -5.4% |
| 7D | -1.9% | -9.8% | +7.9% | +2.4% |
| 30D | +14.9% | +0.1% | +14.8% | +14.3% |
| 3M | +37.2% | +13.2% | +24.0% | +25.9% |
| 6M | +254.0% | -6.2% | +260.2% | +255.8% |
| YTD | +306.1% | -28.5% | +334.6% | +364.9% |
| 1Y | +312.3% | -13.8% | +326.0% | +326.9% |
| 3Y | +654.0% | -13.7% | +667.7% | +671.4% |
| 5Y | +1,055.3% | -16.7% | +1,072.0% | +1,080.5% |
| All | +3,922.7% | +21.4% | +3,901.3% | +3,429.7% |
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