-15.4%
CTSH vs ACHR
-43.7%
+28.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.7% |
| 30D | +12.4% | +9.8% | +2.6% | +11.6% |
| 3M | +17.4% | -10.5% | +27.9% | +17.6% |
| 6M | -3.1% | -15.5% | +12.5% | -2.8% |
| YTD | -23.6% | -24.1% | +0.5% | -23.0% |
| 1Y | -10.8% | -32.4% | +21.6% | -10.0% |
| 3Y | -8.3% | -11.6% | +3.3% | -13.7% |
| 5Y | -11.3% | -42.9% | +31.6% | -21.3% |
| All | -15.4% | -43.7% | +28.3% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 all: compounded portfolio wealth divided by compounded ACHR 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…
all analysis · Full analysis span regression · 6 months rolling