+35,040.8%
CTSH vs AEP
+841.1%
+34,199.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -4.2% | +2.5% | -6.7% | -5.0% |
| 30D | +3.9% | +3.4% | +0.6% | +2.7% |
| 3M | +10.2% | +4.2% | +6.0% | +8.4% |
| 6M | +35.3% | -0.8% | +36.1% | +35.0% |
| YTD | -21.8% | +15.2% | -37.0% | -26.7% |
| 1Y | -12.1% | +8.3% | -20.5% | -15.8% |
| 3Y | +2.0% | +84.2% | -82.1% | -20.8% |
| 5Y | -15.3% | +87.8% | -103.1% | -35.4% |
| 10Y | +35.7% | +204.4% | -168.7% | -14.0% |
| All | +35,040.8% | +841.1% | +34,199.6% | +13,971.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling