+14,713.5%
ASML vs CTSH
+36,578.7%
-21,865.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.7% |
| 7D | -19.0% | +6.4% | -25.5% | -21.0% |
| 30D | -25.9% | +16.3% | -42.2% | -30.4% |
| 3M | -19.1% | +20.0% | -39.0% | -25.6% |
| 6M | -5.7% | +29.9% | -35.7% | -18.4% |
| YTD | +27.6% | -18.4% | +46.0% | +29.0% |
| 1Y | +30.8% | -8.9% | +39.6% | +26.8% |
| 3Y | +116.2% | +6.0% | +110.2% | +96.9% |
| 5Y | +67.7% | -9.3% | +77.0% | +62.0% |
| 10Y | +1,355.3% | +46.7% | +1,308.6% | +1,074.5% |
| All | +14,713.5% | +36,578.7% | -21,865.2% | +2,319.6% |
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