-15.8%
CTSH vs AA
-17.9%
+2.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +1.4% | -0.6% | +2.0% | +1.3% |
| 3M | +7.5% | -19.7% | +27.1% | +10.2% |
| 6M | +39.6% | -41.6% | +81.1% | +48.8% |
| YTD | -22.3% | -24.6% | +2.3% | -21.5% |
| 1Y | -12.0% | +4.9% | -16.8% | -16.0% |
| 3Y | +1.8% | +66.8% | -65.0% | -15.3% |
| All | -15.8% | -17.9% | +2.1% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling