-7.7%
CTSH vs AEIS
+157.5%
-165.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.6% |
| 7D | -2.7% | +3.0% | -5.7% | -2.7% |
| 30D | +12.4% | -14.6% | +27.0% | +12.6% |
| 3M | +17.4% | -12.4% | +29.8% | +16.7% |
| 6M | -3.1% | -15.0% | +11.9% | -4.4% |
| YTD | -23.6% | +34.3% | -57.9% | -31.8% |
| 1Y | -10.8% | +87.4% | -98.2% | -26.9% |
| All | -7.7% | +157.5% | -165.2% | -35.4% |
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