+32.7%
ORCL vs CTSH
-8.2%
+40.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +4.0% |
| 7D | +5.3% | -2.7% | +8.0% | +6.0% |
| 30D | +10.0% | +12.4% | -2.4% | +6.8% |
| 3M | -32.6% | +17.4% | -50.0% | -35.0% |
| 6M | +4.9% | -3.1% | +8.0% | +8.5% |
| YTD | -17.8% | -23.6% | +5.8% | -8.7% |
| 1Y | -28.0% | -10.8% | -17.2% | -24.8% |
| All | +32.7% | -8.2% | +40.9% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling