+1,106.2%
DELL vs CTSH
-17.3%
+1,123.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | +1.3% |
| 7D | +8.7% | -8.2% | +16.9% | +12.1% |
| 30D | +16.9% | +0.4% | +16.5% | +16.3% |
| 3M | +40.4% | +10.6% | +29.8% | +32.7% |
| 6M | +267.1% | -8.8% | +275.9% | +281.9% |
| YTD | +329.1% | -28.6% | +357.7% | +403.7% |
| 1Y | +346.9% | -15.9% | +362.8% | +378.3% |
| 3Y | +696.6% | -13.9% | +710.5% | +731.6% |
| 5Y | +1,106.2% | -17.1% | +1,123.3% | +1,137.7% |
| All | +1,106.2% | -17.3% | +1,123.4% | +1,137.7% |
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 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