-13.9%
CTSH vs AEIS
+144.8%
-158.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.3% | -13.0% | -2.6% |
| 7D | -2.3% | +1.0% | -3.3% | -2.6% |
| 30D | +7.4% | -24.0% | +31.5% | +9.7% |
| 3M | +10.9% | -32.5% | +43.4% | +14.1% |
| 6M | +24.7% | -38.6% | +63.2% | +28.1% |
| YTD | -22.0% | +4.8% | -26.8% | -32.1% |
| 1Y | -11.2% | +1.3% | -12.5% | -22.1% |
| 3Y | +3.9% | +159.2% | -155.4% | -36.5% |
| 5Y | -13.9% | +140.8% | -154.7% | -49.0% |
| All | -13.9% | +144.8% | -158.7% | -49.0% |
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 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