+2,954.5%
DELL vs CTSH
+30.4%
+2,924.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -4.3% |
| 7D | -18.1% | +1.8% | -20.0% | -19.0% |
| 30D | -42.9% | +9.8% | -52.7% | -46.0% |
| 3M | -26.9% | +12.1% | -39.0% | -32.2% |
| 6M | +28.8% | +27.4% | +1.4% | +10.3% |
| YTD | +168.4% | -20.3% | +188.7% | +186.8% |
| 1Y | +136.8% | -8.8% | +145.6% | +136.2% |
| 3Y | +375.3% | +4.0% | +371.3% | +336.5% |
| 5Y | +551.0% | -12.2% | +563.2% | +539.1% |
| 10Y | +2,566.3% | +38.7% | +2,527.6% | +2,114.3% |
| All | +2,954.5% | +30.4% | +2,924.1% | +2,426.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling