-14.6%
CTSH vs AHR
+394.2%
-408.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.5% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +1.4% | +10.2% | -8.8% | +0.4% |
| 3M | +7.5% | +8.3% | -0.9% | +6.6% |
| 6M | +39.6% | +13.0% | +26.5% | +38.0% |
| YTD | -22.3% | +24.6% | -46.9% | -24.3% |
| 1Y | -12.0% | +22.2% | -34.2% | -14.1% |
| All | -14.6% | +394.2% | -408.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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