-16.0%
CTSH vs AHR
+365.8%
-381.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.4% |
| 7D | -2.7% | -1.5% | -1.2% | -2.6% |
| 30D | +12.4% | -1.4% | +13.8% | +12.4% |
| 3M | +17.4% | +18.6% | -1.2% | +16.0% |
| 6M | -3.1% | +6.6% | -9.6% | -3.4% |
| YTD | -23.6% | +17.5% | -41.0% | -25.1% |
| 1Y | -10.8% | +30.9% | -41.7% | -14.7% |
| All | -16.0% | +365.8% | -381.8% | -35.0% |
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