-65.4%
AAL vs CTSH
+39.1%
-104.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.2% | +8.4% |
| 7D | +8.3% | -2.3% | +10.5% | +9.6% |
| 30D | +11.0% | +7.4% | +3.5% | +5.5% |
| 3M | -11.2% | +10.9% | -22.1% | -18.3% |
| 6M | +6.1% | +24.7% | -18.6% | -12.3% |
| YTD | -7.6% | -22.0% | +14.4% | +2.7% |
| 1Y | +3.7% | -11.2% | +14.9% | +5.2% |
| 3Y | +20.5% | +3.9% | +16.7% | +8.7% |
| 5Y | -36.4% | -13.9% | -22.4% | -35.5% |
| 10Y | -65.4% | +37.8% | -103.2% | -73.8% |
| All | -65.4% | +39.1% | -104.5% | -73.8% |
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