+10.6%
ORCL vs CTSH
+2.4%
+8.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.5% |
| 7D | +0.5% | -2.3% | +2.8% | +0.8% |
| 30D | -15.3% | +7.4% | -22.7% | -16.9% |
| 3M | -18.2% | +10.9% | -29.1% | -20.7% |
| 6M | -38.4% | +24.7% | -63.1% | -41.6% |
| YTD | -37.7% | -22.0% | -15.7% | -31.8% |
| 1Y | -49.3% | -11.2% | -38.1% | -46.9% |
| 3Y | +10.6% | +3.9% | +6.8% | +9.2% |
| All | +10.6% | +2.4% | +8.2% | +9.2% |
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 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