+1,559.3%
ASML vs CTSH
+35.4%
+1,523.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.0% |
| 7D | +10.4% | -4.2% | +14.5% | +12.1% |
| 30D | -12.7% | +3.9% | -16.7% | -15.3% |
| 3M | -17.2% | +10.2% | -27.4% | -22.9% |
| 6M | -1.3% | +35.3% | -36.6% | -20.1% |
| YTD | +40.8% | -21.8% | +62.6% | +51.7% |
| 1Y | +45.2% | -12.1% | +57.4% | +45.4% |
| 3Y | +131.8% | +2.0% | +129.8% | +106.8% |
| 5Y | +84.0% | -15.3% | +99.3% | +82.1% |
| All | +1,559.3% | +35.4% | +1,523.9% | +1,257.5% |
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