-66.0%
AAL vs CTSH
+18.8%
-84.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | +0.6% |
| 7D | -0.3% | -5.5% | +5.2% | +2.9% |
| 30D | -19.0% | +4.5% | -23.5% | -21.5% |
| 3M | -5.1% | +13.7% | -18.8% | -14.7% |
| 6M | +15.5% | -8.4% | +23.9% | +17.8% |
| YTD | -15.8% | -26.5% | +10.7% | -1.8% |
| 1Y | -0.3% | -13.9% | +13.6% | +4.1% |
| 3Y | -7.7% | -11.3% | +3.7% | -6.1% |
| 5Y | -32.5% | -14.8% | -17.7% | -30.2% |
| 10Y | -66.0% | +22.5% | -88.5% | -72.2% |
| All | -66.0% | +18.8% | -84.7% | -72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling