-9.3%
CTSH vs AMBA
-72.1%
+62.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.6% | +2.2% |
| 7D | +6.4% | -14.6% | +21.0% | +8.2% |
| 30D | +16.3% | -18.8% | +35.1% | +18.7% |
| 3M | +20.0% | -32.6% | +52.6% | +24.9% |
| 6M | +29.9% | -25.8% | +55.8% | +29.9% |
| YTD | -18.4% | -22.1% | +3.7% | -19.8% |
| 1Y | -8.9% | -36.2% | +27.4% | -8.0% |
| 3Y | +6.0% | +10.0% | -4.0% | -8.4% |
| 5Y | -9.3% | -71.6% | +62.3% | -13.7% |
| All | -9.3% | -72.1% | +62.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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