-8.8%
CTSH vs AEP
+9.0%
-17.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.4% |
| 7D | +1.8% | -0.8% | +2.6% | +1.5% |
| 30D | +9.8% | +4.9% | +4.9% | +12.3% |
| 3M | +12.1% | +4.9% | +7.3% | +14.6% |
| 6M | +27.4% | -0.3% | +27.7% | +26.9% |
| YTD | -20.3% | +14.3% | -34.5% | -13.3% |
| 1Y | -8.8% | +7.5% | -16.3% | -2.0% |
| All | -8.8% | +9.0% | -17.8% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling