+428.4%
AXP vs CTSH
+39.6%
+388.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.4% |
| 7D | -0.6% | +1.8% | -2.5% | -1.6% |
| 30D | +5.0% | +9.8% | -4.8% | -0.8% |
| 3M | -4.2% | +12.1% | -16.4% | -11.4% |
| 6M | +2.9% | +27.4% | -24.5% | -13.7% |
| YTD | -11.6% | -20.3% | +8.7% | -3.1% |
| 1Y | -11.1% | -8.8% | -2.3% | -10.3% |
| 3Y | +116.7% | +4.0% | +112.7% | +98.3% |
| 5Y | +89.6% | -12.2% | +101.8% | +87.4% |
| 10Y | +428.4% | +38.7% | +389.7% | +306.0% |
| All | +428.4% | +39.6% | +388.8% | +306.0% |
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