+1,470.4%
AXTI vs CTSH
+21.4%
+1,449.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.2% |
| 7D | +15.1% | -9.8% | +24.9% | +20.1% |
| 30D | -12.3% | +0.1% | -12.4% | -13.7% |
| 3M | -24.1% | +13.2% | -37.4% | -32.7% |
| 6M | +46.0% | -6.2% | +52.2% | +41.3% |
| YTD | +295.7% | -28.5% | +324.2% | +348.9% |
| 1Y | +1,825.6% | -13.8% | +1,839.4% | +1,817.6% |
| 3Y | +2,630.0% | -13.7% | +2,643.7% | +2,665.7% |
| 5Y | +601.0% | -16.7% | +617.7% | +619.4% |
| All | +1,470.4% | +21.4% | +1,449.0% | +1,309.9% |
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