-12.1%
CTSH vs ACM
-2.7%
-9.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -0.6% | +5.4% | -6.0% | -2.9% |
| 30D | +13.4% | +15.1% | -1.7% | +6.7% |
| 3M | +14.4% | -10.5% | +24.9% | +19.0% |
| 6M | +27.7% | -19.7% | +47.4% | +38.7% |
| YTD | -20.6% | -28.8% | +8.2% | -9.1% |
| 1Y | -9.1% | -47.9% | +38.7% | +19.2% |
| 3Y | +3.1% | -12.4% | +15.4% | +1.9% |
| All | -12.1% | -2.7% | -9.3% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling