+126.7%
AMAT vs CTSH
-11.9%
+138.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +7.0% | +4.7% |
| 7D | -14.7% | -0.6% | -14.1% | -14.7% |
| 30D | -36.1% | +13.4% | -49.5% | -38.5% |
| 3M | -36.9% | +14.4% | -51.3% | -40.0% |
| 6M | -22.2% | +27.7% | -49.9% | -30.3% |
| YTD | +29.9% | -20.6% | +50.5% | +51.4% |
| 1Y | +43.3% | -9.1% | +52.4% | +51.6% |
| 3Y | +142.7% | +3.1% | +139.6% | +128.1% |
| All | +126.7% | -11.9% | +138.6% | +152.0% |
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 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