-12.2%
CTSH vs AMC
-99.1%
+86.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +2.1% |
| 7D | +1.8% | +5.5% | -3.7% | +1.5% |
| 30D | +9.8% | +16.1% | -6.3% | +8.9% |
| 3M | +12.1% | +43.0% | -30.8% | +9.8% |
| 6M | +27.4% | +130.7% | -103.3% | +20.7% |
| YTD | -20.3% | +121.8% | -142.1% | -24.6% |
| 1Y | -8.8% | +40.7% | -49.5% | -12.0% |
| 3Y | +4.0% | -56.8% | +60.8% | +3.0% |
| 5Y | -12.2% | -99.1% | +86.9% | +2.6% |
| All | -12.2% | -99.1% | +86.9% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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