+34.8%
CTSH vs AFL
+339.8%
-305.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -2.1% | +2.9% | -5.0% | -3.5% |
| 30D | +1.4% | +8.0% | -6.6% | -2.4% |
| 3M | +7.5% | +5.9% | +1.5% | +4.3% |
| 6M | +39.6% | +11.6% | +27.9% | +32.0% |
| YTD | -22.3% | +17.5% | -39.8% | -28.4% |
| 1Y | -12.0% | +13.3% | -25.2% | -17.4% |
| 3Y | +1.8% | +67.0% | -65.2% | -22.8% |
| 5Y | -15.8% | +150.6% | -166.5% | -48.8% |
| All | +34.8% | +339.8% | -305.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling