+22.5%
CTSH vs AA
+121.7%
-99.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.5% | -7.4% | -4.4% |
| 7D | -5.5% | +1.7% | -7.1% | -5.8% |
| 30D | +4.5% | +3.3% | +1.2% | +3.7% |
| 3M | +13.7% | -29.4% | +43.2% | +20.1% |
| 6M | -8.4% | -12.8% | +4.4% | -7.9% |
| YTD | -26.5% | -2.1% | -24.4% | -28.2% |
| 1Y | -13.9% | +62.8% | -76.7% | -24.5% |
| 3Y | -11.3% | +90.5% | -101.8% | -28.3% |
| 5Y | -14.8% | +19.1% | -33.9% | -28.9% |
| 10Y | +22.5% | +124.8% | -102.3% | -27.7% |
| All | +22.5% | +121.7% | -99.2% | -27.7% |
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