+271.2%
CTSH vs ACM
+233.3%
+37.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | +14.4% | -10.5% | +24.9% | +19.2% |
| 6M | +27.7% | -19.7% | +47.4% | +38.7% |
| YTD | -20.6% | -28.8% | +8.2% | -9.4% |
| 1Y | -9.1% | -47.9% | +38.7% | +18.2% |
| 3Y | +3.1% | -12.4% | +15.4% | +4.9% |
| 5Y | -11.8% | +0.6% | -12.3% | -16.6% |
| 10Y | +42.7% | +161.3% | -118.5% | -19.4% |
| All | +271.2% | +233.3% | +37.9% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling