+34.5%
ORCL vs CTSH
-12.1%
+46.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.1% |
| 7D | -6.5% | +1.8% | -8.3% | -7.1% |
| 30D | -16.6% | +9.8% | -26.4% | -19.3% |
| 3M | -21.6% | +12.1% | -33.7% | -25.2% |
| 6M | -39.4% | +27.4% | -66.8% | -44.9% |
| YTD | -38.7% | -20.3% | -18.4% | -33.7% |
| 1Y | -50.4% | -8.8% | -41.6% | -49.3% |
| 3Y | +8.1% | +4.0% | +4.1% | +2.8% |
| 5Y | +34.5% | -12.2% | +46.7% | +36.2% |
| All | +34.5% | -12.1% | +46.7% | +36.2% |
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 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