+527.5%
APP vs CTSH
-13.2%
+540.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.6% | +4.3% |
| 7D | +4.6% | -2.1% | +6.7% | +5.9% |
| 30D | +56.0% | +1.4% | +54.6% | +52.6% |
| 3M | +30.8% | +7.5% | +23.4% | +21.4% |
| 6M | -9.8% | +39.6% | -49.4% | -34.2% |
| YTD | -39.3% | -22.3% | -17.0% | -28.3% |
| 1Y | -26.4% | -12.0% | -14.5% | -22.6% |
| 3Y | +887.9% | +1.8% | +886.1% | +788.6% |
| 5Y | +264.1% | -15.8% | +279.9% | +299.2% |
| All | +527.5% | -13.2% | +540.7% | +566.6% |
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