+3.9%
CTSH vs AEIS
+152.4%
-148.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.3% | -13.0% | -1.4% |
| 7D | -2.3% | +1.0% | -3.3% | -2.1% |
| 30D | +7.4% | -24.0% | +31.5% | +7.3% |
| 3M | +10.9% | -32.5% | +43.4% | +10.9% |
| 6M | +24.7% | -38.6% | +63.2% | +25.3% |
| YTD | -22.0% | +4.8% | -26.8% | -30.4% |
| 1Y | -11.2% | +1.3% | -12.5% | -20.3% |
| 3Y | +3.9% | +159.2% | -155.4% | -31.0% |
| All | +3.9% | +152.4% | -148.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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