-17.1%
CTSH vs AFL
+133.0%
-150.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -8.2% | -2.1% | -6.1% | -7.2% |
| 30D | +0.4% | -5.4% | +5.8% | +3.0% |
| 3M | +10.6% | -0.3% | +10.8% | +10.6% |
| 6M | -8.8% | +5.2% | -14.0% | -11.2% |
| YTD | -28.6% | +5.7% | -34.3% | -30.6% |
| 1Y | -15.9% | +10.2% | -26.1% | -20.1% |
| 3Y | -13.9% | +63.4% | -77.3% | -34.6% |
| 5Y | -17.1% | +133.0% | -150.1% | -50.9% |
| All | -17.1% | +133.0% | -150.1% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling