+3.9%
CTSH vs AEP
+82.1%
-78.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -1.8% |
| 7D | -2.3% | -1.5% | -0.8% | -2.3% |
| 30D | +7.4% | +4.5% | +2.9% | +7.3% |
| 3M | +10.9% | +2.8% | +8.1% | +10.8% |
| 6M | +24.7% | -0.7% | +25.3% | +24.5% |
| YTD | -22.0% | +13.8% | -35.8% | -23.9% |
| 1Y | -11.2% | +9.0% | -20.1% | -12.6% |
| 3Y | +3.9% | +83.0% | -79.1% | -10.0% |
| All | +3.9% | +82.1% | -78.3% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling