-27.6%
AAL vs CTSH
+557.9%
-585.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.7% | +3.7% |
| 7D | +4.6% | -0.6% | +5.2% | +5.0% |
| 30D | +2.6% | +13.4% | -10.8% | -6.5% |
| 3M | -17.8% | +14.4% | -32.2% | -26.6% |
| 6M | +1.9% | +27.7% | -25.9% | -18.9% |
| YTD | -14.0% | -20.6% | +6.6% | -7.3% |
| 1Y | +0.2% | -9.1% | +9.4% | -1.6% |
| 3Y | +13.0% | +3.1% | +10.0% | +1.0% |
| 5Y | -39.6% | -11.8% | -27.8% | -40.9% |
| 10Y | -65.7% | +42.7% | -108.4% | -77.1% |
| All | -27.6% | +557.9% | -585.4% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling