+277.8%
ORCL vs CTSH
+37.5%
+240.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.1% |
| 7D | +3.8% | -2.1% | +5.8% | +4.4% |
| 30D | -6.6% | +8.0% | -14.5% | -9.8% |
| 3M | -11.4% | +10.6% | -22.0% | -16.0% |
| 6M | -33.3% | +32.5% | -65.8% | -42.0% |
| YTD | -33.3% | -21.0% | -12.3% | -28.7% |
| 1Y | -44.9% | -9.9% | -35.0% | -44.5% |
| 3Y | +17.6% | +3.1% | +14.5% | +10.1% |
| 5Y | +46.1% | -13.4% | +59.5% | +45.0% |
| 10Y | +277.8% | +37.1% | +240.6% | +205.5% |
| All | +277.8% | +37.5% | +240.2% | +205.5% |
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