+9,104.8%
AMAT vs CTSH
+34,247.0%
-25,142.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +7.9% | +5.4% |
| 7D | -1.5% | -2.7% | +1.2% | -0.7% |
| 30D | -14.8% | +12.4% | -27.2% | -18.2% |
| 3M | -9.3% | +17.4% | -26.6% | -16.6% |
| 6M | +27.4% | -3.1% | +30.5% | +23.0% |
| YTD | +77.6% | -23.6% | +101.1% | +84.0% |
| 1Y | +188.9% | -10.8% | +199.8% | +184.1% |
| 3Y | +202.3% | -8.3% | +210.6% | +193.9% |
| 5Y | +248.9% | -11.3% | +260.2% | +244.8% |
| 10Y | +1,585.2% | +22.6% | +1,562.6% | +1,413.2% |
| All | +9,104.8% | +34,247.0% | -25,142.2% | +2,389.1% |
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