+2.1%
AAL vs CTSH
-11.3%
+13.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.8% |
| 7D | -3.7% | -2.7% | -1.0% | -3.3% |
| 30D | -20.8% | +12.4% | -33.2% | -22.3% |
| 3M | -1.3% | +17.4% | -18.6% | -3.6% |
| 6M | +5.4% | -3.1% | +8.5% | +10.6% |
| YTD | -14.4% | -23.6% | +9.2% | -2.5% |
| 1Y | +2.1% | -10.8% | +12.9% | +3.4% |
| All | +2.1% | -11.3% | +13.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling