+34,247.0%
CTSH vs AEP
+802.1%
+33,444.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -2.7% | +1.8% | -4.5% | -3.3% |
| 30D | +12.4% | -0.8% | +13.2% | +12.6% |
| 3M | +17.4% | -1.8% | +19.2% | +17.7% |
| 6M | -3.1% | -5.4% | +2.3% | -1.9% |
| YTD | -23.6% | +10.4% | -34.0% | -27.2% |
| 1Y | -10.8% | +18.2% | -29.0% | -17.3% |
| 3Y | -8.3% | +79.0% | -87.3% | -28.2% |
| 5Y | -11.3% | +64.8% | -76.2% | -29.0% |
| 10Y | +22.6% | +170.8% | -148.2% | -19.0% |
| All | +34,247.0% | +802.1% | +33,444.9% | +13,873.4% |
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 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