+37.8%
CTSH vs AA
+64.5%
-26.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -2.7% |
| 7D | -2.3% | +4.8% | -7.1% | -3.2% |
| 30D | +7.4% | -0.6% | +8.1% | +7.3% |
| 3M | +10.9% | -16.3% | +27.2% | +13.8% |
| 6M | +24.7% | -33.4% | +58.1% | +31.9% |
| YTD | -22.0% | -20.7% | -1.3% | -21.3% |
| 1Y | -11.2% | +12.9% | -24.1% | -16.6% |
| 3Y | +3.9% | +75.7% | -71.9% | -15.3% |
| 5Y | -13.9% | -6.8% | -7.1% | -24.8% |
| 10Y | +37.8% | +53.6% | -15.9% | -16.8% |
| All | +37.8% | +64.5% | -26.7% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling