-13.9%
CTSH vs AEP
+82.5%
-96.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.0% |
| 7D | -2.3% | -1.5% | -0.8% | -2.0% |
| 30D | +7.4% | +4.5% | +2.9% | +6.5% |
| 3M | +10.9% | +2.8% | +8.1% | +10.2% |
| 6M | +24.7% | -0.7% | +25.3% | +24.4% |
| YTD | -22.0% | +13.8% | -35.8% | -25.4% |
| 1Y | -11.2% | +9.0% | -20.1% | -14.0% |
| 3Y | +3.9% | +83.0% | -79.1% | -16.4% |
| 5Y | -13.9% | +83.3% | -97.2% | -30.9% |
| All | -13.9% | +82.5% | -96.4% | -30.9% |
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