+6,362.7%
AMAT vs CTSH
+36,578.7%
-30,216.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.2% | -14.7% | -13.9% |
| 7D | -24.3% | +6.4% | -30.7% | -25.9% |
| 30D | -39.8% | +16.3% | -56.1% | -43.2% |
| 3M | -40.2% | +20.0% | -60.2% | -44.6% |
| 6M | -22.1% | +29.9% | -52.1% | -32.4% |
| YTD | +24.7% | -18.4% | +43.0% | +24.6% |
| 1Y | +33.3% | -8.9% | +42.1% | +28.3% |
| 3Y | +133.9% | +6.0% | +127.9% | +113.6% |
| 5Y | +117.1% | -9.3% | +126.3% | +109.5% |
| 10Y | +1,158.7% | +46.7% | +1,111.9% | +960.7% |
| All | +6,362.7% | +36,578.7% | -30,216.0% | +1,584.9% |
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