+1,587.5%
AMAT vs CTSH
+22.8%
+1,564.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +7.9% | +6.0% |
| 7D | -1.5% | -2.7% | +1.2% | -0.3% |
| 30D | -14.8% | +12.4% | -27.2% | -20.1% |
| 3M | -9.3% | +17.4% | -26.6% | -20.1% |
| 6M | +27.4% | -3.1% | +30.5% | +23.5% |
| YTD | +77.6% | -23.6% | +101.1% | +97.7% |
| 1Y | +188.9% | -10.8% | +199.8% | +188.0% |
| 3Y | +202.3% | -8.3% | +210.6% | +190.0% |
| 5Y | +248.9% | -11.3% | +260.2% | +240.3% |
| All | +1,587.5% | +22.8% | +1,564.7% | +1,273.0% |
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