-32.8%
AAL vs CTSH
-11.4%
-21.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +3.1% |
| 7D | -3.7% | -2.7% | -1.0% | -2.4% |
| 30D | -20.8% | +12.4% | -33.2% | -25.9% |
| 3M | -1.3% | +17.4% | -18.6% | -11.3% |
| 6M | +5.4% | -3.1% | +8.5% | +6.1% |
| YTD | -14.4% | -23.6% | +9.2% | +0.4% |
| 1Y | +2.1% | -10.8% | +12.9% | +6.5% |
| 3Y | -10.6% | -8.3% | -2.3% | -9.6% |
| All | -32.8% | -11.4% | -21.4% | -31.9% |
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