+111.1%
AXP vs CTSH
-8.2%
+119.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.1% |
| 7D | -2.1% | -2.7% | +0.6% | -1.2% |
| 30D | -6.5% | +12.4% | -18.9% | -10.5% |
| 3M | +4.6% | +17.4% | -12.7% | -1.6% |
| 6M | +5.4% | -3.1% | +8.5% | +8.9% |
| YTD | -11.1% | -23.6% | +12.4% | +3.4% |
| 1Y | -0.3% | -10.8% | +10.5% | +6.0% |
| All | +111.1% | -8.2% | +119.3% | +116.7% |
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