+164.9%
ASML vs CTSH
-8.2%
+173.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.8% | +4.3% |
| 7D | +1.1% | -2.7% | +3.8% | +1.2% |
| 30D | +2.2% | +12.4% | -10.2% | +1.5% |
| 3M | -2.3% | +17.4% | -19.7% | -1.1% |
| 6M | +23.0% | -3.1% | +26.0% | +32.0% |
| YTD | +61.1% | -23.6% | +84.6% | +89.0% |
| 1Y | +129.1% | -10.8% | +139.9% | +148.3% |
| All | +164.9% | -8.2% | +173.2% | +180.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling