+333.0%
APP vs CTSH
-11.4%
+344.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +4.8% |
| 7D | +0.9% | -2.7% | +3.6% | +2.6% |
| 30D | -23.3% | +12.4% | -35.6% | -30.0% |
| 3M | -42.6% | +17.4% | -60.0% | -50.6% |
| 6M | -33.6% | -3.1% | -30.5% | -33.2% |
| YTD | -52.4% | -23.6% | -28.9% | -41.7% |
| 1Y | -35.9% | -10.8% | -25.1% | -33.0% |
| 3Y | +642.2% | -8.3% | +650.5% | +649.4% |
| All | +333.0% | -11.4% | +344.4% | +362.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling