+292.6%
APP vs CTSH
-11.9%
+304.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.7% | +12.6% | +11.7% |
| 7D | +71.2% | -0.6% | +71.8% | +71.9% |
| 30D | +39.1% | +13.4% | +25.7% | +26.0% |
| 3M | +16.5% | +14.4% | +2.1% | +3.7% |
| 6M | -16.6% | +27.7% | -44.3% | -34.3% |
| YTD | -41.9% | -20.6% | -21.3% | -31.8% |
| 1Y | -37.0% | -9.1% | -27.9% | -35.0% |
| 3Y | +892.4% | +3.1% | +889.4% | +785.1% |
| All | +292.6% | -11.9% | +304.5% | +321.3% |
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