-14.8%
CTSH vs AEP
+68.7%
-83.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.6% | -4.0% |
| 7D | -5.5% | +2.0% | -7.5% | -5.8% |
| 30D | +4.5% | +0.5% | +4.0% | +4.4% |
| 3M | +13.7% | -0.3% | +14.1% | +13.5% |
| 6M | -8.4% | -3.5% | -4.9% | -8.2% |
| YTD | -26.5% | +11.3% | -37.8% | -29.3% |
| 1Y | -13.9% | +20.2% | -34.2% | -19.2% |
| 3Y | -11.3% | +79.8% | -91.1% | -28.1% |
| 5Y | -14.8% | +65.6% | -80.4% | -29.4% |
| All | -14.8% | +68.7% | -83.5% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling