+18,600.4%
ASML vs CTSH
+34,247.0%
-15,646.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.8% | +5.4% |
| 7D | +1.1% | -2.7% | +3.8% | +2.0% |
| 30D | +2.2% | +12.4% | -10.2% | -2.3% |
| 3M | -2.3% | +17.4% | -19.7% | -10.2% |
| 6M | +23.0% | -3.1% | +26.0% | +19.7% |
| YTD | +61.1% | -23.6% | +84.6% | +69.4% |
| 1Y | +129.1% | -10.8% | +139.9% | +126.8% |
| 3Y | +165.4% | -8.3% | +173.7% | +158.6% |
| 5Y | +109.5% | -11.3% | +120.8% | +107.5% |
| 10Y | +1,645.7% | +22.6% | +1,623.1% | +1,413.8% |
| All | +18,600.4% | +34,247.0% | -15,646.6% | +3,077.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling