+165.0%
AMAT vs CTSH
+2.4%
+162.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.7% | +13.1% | +11.1% |
| 7D | -1.1% | -2.3% | +1.2% | -1.3% |
| 30D | -26.9% | +7.4% | -34.3% | -26.3% |
| 3M | -31.2% | +10.9% | -42.1% | -30.4% |
| 6M | -14.7% | +24.7% | -39.4% | -10.8% |
| YTD | +44.7% | -22.0% | +66.7% | +83.5% |
| 1Y | +62.0% | -11.2% | +73.1% | +89.5% |
| 3Y | +165.0% | +3.9% | +161.1% | +173.4% |
| All | +165.0% | +2.4% | +162.6% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling