-40.8%
AAL vs CTSH
-11.9%
-28.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.7% | +3.3% |
| 7D | +4.6% | -0.6% | +5.2% | +4.9% |
| 30D | +2.6% | +13.4% | -10.8% | -4.4% |
| 3M | -17.8% | +14.4% | -32.2% | -24.5% |
| 6M | +1.9% | +27.7% | -25.9% | -14.3% |
| YTD | -14.0% | -20.6% | +6.6% | -2.3% |
| 1Y | +0.2% | -9.1% | +9.4% | +3.1% |
| 3Y | +13.0% | +3.1% | +10.0% | +4.9% |
| All | -40.8% | -11.9% | -28.9% | -41.5% |
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 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