+251.6%
ORCL vs CTSH
+39.1%
+212.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.8% |
| 7D | +0.5% | -2.3% | +2.8% | +1.1% |
| 30D | -15.3% | +7.4% | -22.7% | -18.1% |
| 3M | -18.2% | +10.9% | -29.1% | -22.5% |
| 6M | -38.4% | +24.7% | -63.1% | -45.1% |
| YTD | -37.7% | -22.0% | -15.7% | -33.2% |
| 1Y | -49.3% | -11.2% | -38.1% | -48.6% |
| 3Y | +10.6% | +3.9% | +6.8% | +3.2% |
| 5Y | +35.5% | -13.9% | +49.4% | +34.7% |
| 10Y | +251.6% | +37.8% | +213.8% | +184.8% |
| All | +251.6% | +39.1% | +212.5% | +184.8% |
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