+1,644.6%
ASML vs CTSH
+22.8%
+1,621.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.8% | +5.7% |
| 7D | +1.1% | -2.7% | +3.8% | +2.2% |
| 30D | +2.2% | +12.4% | -10.2% | -3.4% |
| 3M | -2.3% | +17.4% | -19.7% | -11.7% |
| 6M | +23.0% | -3.1% | +26.0% | +21.1% |
| YTD | +61.1% | -23.6% | +84.6% | +78.6% |
| 1Y | +129.1% | -10.8% | +139.9% | +130.6% |
| 3Y | +165.4% | -8.3% | +173.7% | +158.1% |
| 5Y | +109.5% | -11.3% | +120.8% | +106.6% |
| All | +1,644.6% | +22.8% | +1,621.8% | +1,404.3% |
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 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