-17.1%
CTSH vs AEIS
+238.7%
-255.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -8.2% | +6.5% | -14.7% | -8.9% |
| 30D | +0.4% | -9.2% | +9.6% | +1.2% |
| 3M | +10.6% | -8.3% | +18.9% | +9.1% |
| 6M | -8.8% | -6.3% | -2.5% | -12.3% |
| YTD | -28.6% | +36.5% | -65.1% | -38.8% |
| 1Y | -15.9% | +84.8% | -100.7% | -34.8% |
| 3Y | -13.9% | +176.6% | -190.5% | -44.2% |
| 5Y | -17.1% | +237.1% | -254.2% | -52.3% |
| All | -17.1% | +238.7% | -255.8% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling