+37.8%
CTSH vs ACM
+147.1%
-109.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -3.9% |
| 7D | -2.3% | +6.9% | -9.2% | -5.1% |
| 30D | +7.4% | +19.1% | -11.6% | -0.5% |
| 3M | +10.9% | -6.9% | +17.9% | +13.4% |
| 6M | +24.7% | -12.0% | +36.7% | +29.8% |
| YTD | -22.0% | -25.1% | +3.1% | -13.2% |
| 1Y | -11.2% | -45.4% | +34.3% | +12.5% |
| 3Y | +3.9% | -6.9% | +10.8% | +2.5% |
| 5Y | -13.9% | +3.7% | -17.7% | -19.9% |
| 10Y | +37.8% | +135.8% | -98.0% | -9.4% |
| All | +37.8% | +147.1% | -109.3% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling