+35,729.8%
CTSH vs AEIS
+1,889.0%
+33,840.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | +1.8% | -6.9% | +8.7% | +2.8% |
| 30D | +9.8% | -23.2% | +33.0% | +15.1% |
| 3M | +12.1% | -29.5% | +41.6% | +18.5% |
| 6M | +27.4% | -37.9% | +65.3% | +33.8% |
| YTD | -20.3% | +6.0% | -26.3% | -29.7% |
| 1Y | -8.8% | +1.2% | -10.0% | -18.8% |
| 3Y | +4.0% | +150.0% | -145.9% | -31.2% |
| 5Y | -12.2% | +141.9% | -154.1% | -42.7% |
| 10Y | +38.7% | +356.2% | -317.4% | -31.6% |
| All | +35,729.8% | +1,889.0% | +33,840.8% | +5,018.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling