-10.8%
CTSH vs ACM
-45.8%
+35.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.7% | -3.7% | +1.0% | -1.7% |
| 30D | +12.4% | -11.1% | +23.5% | +15.7% |
| 3M | +17.4% | -8.0% | +25.4% | +19.4% |
| 6M | -3.1% | -29.7% | +26.6% | +7.1% |
| YTD | -23.6% | -29.4% | +5.8% | -14.5% |
| 1Y | -10.8% | -46.4% | +35.6% | +2.8% |
| All | -10.8% | -45.8% | +35.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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