+108.6%
ASML vs CTSH
-11.4%
+120.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.8% | +5.4% |
| 7D | +1.1% | -2.7% | +3.8% | +1.9% |
| 30D | +2.2% | +12.4% | -10.2% | -2.2% |
| 3M | -2.3% | +17.4% | -19.7% | -8.7% |
| 6M | +23.0% | -3.1% | +26.0% | +25.9% |
| YTD | +61.1% | -23.6% | +84.6% | +87.5% |
| 1Y | +129.1% | -10.8% | +139.9% | +138.9% |
| 3Y | +165.4% | -8.3% | +173.7% | +163.2% |
| All | +108.6% | -11.4% | +120.0% | +106.5% |
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 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