-7.6%
CTSH vs AA
+13.9%
-21.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +3.2% |
| 7D | -0.9% | +0.9% | -1.8% | -0.8% |
| 30D | +13.1% | -6.4% | +19.5% | +12.9% |
| 3M | +17.9% | -13.0% | +30.8% | +17.5% |
| 6M | +28.5% | -34.6% | +63.1% | +28.7% |
| YTD | -19.3% | -23.0% | +3.7% | -20.0% |
| 1Y | -7.6% | +16.0% | -23.6% | -13.2% |
| All | -7.6% | +13.9% | -21.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling