+506.6%
APP vs CTSH
-11.0%
+517.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -5.0% |
| 7D | +61.1% | +1.8% | +59.3% | +59.2% |
| 30D | +42.8% | +9.8% | +33.0% | +32.3% |
| 3M | +16.7% | +12.1% | +4.5% | +5.3% |
| 6M | -15.6% | +27.4% | -43.0% | -33.3% |
| YTD | -41.3% | -20.3% | -21.0% | -31.8% |
| 1Y | -39.3% | -8.8% | -30.5% | -37.7% |
| 3Y | +803.2% | +4.0% | +799.2% | +702.5% |
| 5Y | +313.2% | -12.2% | +325.3% | +341.4% |
| All | +506.6% | -11.0% | +517.6% | +533.9% |
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 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