-7.3%
CTSH vs ACM
-21.7%
+14.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.7% | -3.7% | +1.0% | -1.4% |
| 30D | +12.4% | -11.1% | +23.5% | +16.6% |
| 3M | +17.4% | -8.0% | +25.4% | +20.0% |
| 6M | -3.1% | -29.7% | +26.6% | +9.7% |
| YTD | -23.6% | -29.4% | +5.8% | -13.5% |
| 1Y | -10.8% | -46.4% | +35.6% | +11.2% |
| All | -7.3% | -21.7% | +14.4% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling