-32.3%
AMAT vs CTSH
+23.1%
-55.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.3% | -1.4% |
| 7D | -11.2% | -0.9% | -10.3% | -11.1% |
| 30D | -31.9% | +13.1% | -45.0% | -26.1% |
| 3M | -32.3% | +17.9% | -50.2% | -25.8% |
| All | -32.3% | +23.1% | -55.4% | -25.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling