+6,351.7%
AMD vs CTSH
+37.6%
+6,314.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.7% | +13.8% | +12.3% |
| 7D | -11.0% | -0.6% | -10.4% | -11.1% |
| 30D | -30.5% | +13.4% | -43.9% | -35.7% |
| 3M | -8.2% | +14.4% | -22.7% | -17.0% |
| 6M | +6.6% | +27.7% | -21.2% | -13.6% |
| YTD | +109.7% | -20.6% | +130.3% | +123.4% |
| 1Y | +88.9% | -9.1% | +98.0% | +82.7% |
| 3Y | +301.8% | +3.1% | +298.7% | +249.4% |
| 5Y | +229.4% | -11.8% | +241.1% | +220.8% |
| All | +6,351.7% | +37.6% | +6,314.1% | +4,671.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling