+91.7%
AXP vs CTSH
-13.5%
+105.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.7% |
| 7D | -1.1% | -2.3% | +1.2% | -0.2% |
| 30D | +5.2% | +7.4% | -2.2% | +1.7% |
| 3M | -4.6% | +10.9% | -15.5% | -9.7% |
| 6M | +3.2% | +24.7% | -21.4% | -8.9% |
| YTD | -11.3% | -22.0% | +10.6% | -0.6% |
| 1Y | -11.0% | -11.2% | +0.1% | -7.2% |
| 3Y | +120.2% | +3.9% | +116.3% | +108.4% |
| 5Y | +91.7% | -13.9% | +105.7% | +86.4% |
| All | +91.7% | -13.5% | +105.2% | +86.4% |
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