+4,847.9%
ORCL vs CTSH
+34,247.0%
-29,399.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +4.1% |
| 7D | +5.3% | -2.7% | +8.0% | +6.1% |
| 30D | +10.0% | +12.4% | -2.4% | +6.2% |
| 3M | -32.6% | +17.4% | -50.0% | -36.5% |
| 6M | +4.9% | -3.1% | +8.0% | +4.4% |
| YTD | -17.8% | -23.6% | +5.8% | -12.7% |
| 1Y | -28.0% | -10.8% | -17.2% | -27.5% |
| 3Y | +36.0% | -8.3% | +44.3% | +35.5% |
| 5Y | +88.7% | -11.3% | +100.0% | +87.7% |
| 10Y | +346.9% | +22.6% | +324.3% | +292.2% |
| All | +4,847.9% | +34,247.0% | -29,399.1% | +966.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling