+21.0%
CTSH vs AEP
+170.1%
-149.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -8.2% | +0.9% | -9.1% | -8.5% |
| 30D | +0.4% | +1.5% | -1.1% | -0.2% |
| 3M | +10.6% | -1.7% | +12.3% | +10.8% |
| 6M | -8.8% | -4.0% | -4.8% | -8.2% |
| YTD | -28.6% | +10.6% | -39.2% | -32.5% |
| 1Y | -15.9% | +18.6% | -34.5% | -23.0% |
| 3Y | -13.9% | +78.7% | -92.6% | -35.5% |
| 5Y | -17.1% | +65.1% | -82.2% | -36.4% |
| 10Y | +21.0% | +177.7% | -156.7% | -24.0% |
| All | +21.0% | +170.1% | -149.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling