+270.3%
ORCL vs CTSH
+34.5%
+235.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | +8.0% | -2.1% | +10.1% | +8.7% |
| 30D | -4.0% | +1.4% | -5.4% | -5.2% |
| 3M | -19.5% | +7.5% | -26.9% | -22.8% |
| 6M | -33.5% | +39.6% | -73.0% | -43.4% |
| YTD | -34.8% | -22.3% | -12.5% | -30.0% |
| 1Y | -41.6% | -12.0% | -29.7% | -40.6% |
| 3Y | +13.8% | +1.8% | +12.0% | +6.9% |
| 5Y | +43.4% | -15.8% | +59.2% | +43.9% |
| All | +270.3% | +34.5% | +235.7% | +201.2% |
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 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