+30.6%
ORCL vs CTSH
-11.9%
+42.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.5% |
| 7D | -11.2% | -0.6% | -10.6% | -11.1% |
| 30D | -18.8% | +13.4% | -32.2% | -22.3% |
| 3M | -18.8% | +14.4% | -33.2% | -23.0% |
| 6M | -39.7% | +27.7% | -67.5% | -45.3% |
| YTD | -39.6% | -20.6% | -19.0% | -34.7% |
| 1Y | -51.7% | -9.1% | -42.6% | -50.6% |
| 3Y | +10.2% | +3.1% | +7.2% | +5.2% |
| All | +30.6% | -11.9% | +42.4% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling