+133.8%
CTSH vs AMCR
+106.4%
+27.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -2.7% | -1.9% | -0.8% | -2.2% |
| 30D | +12.4% | -4.1% | +16.4% | +13.6% |
| 3M | +17.4% | +21.7% | -4.3% | +11.1% |
| 6M | -3.1% | +1.5% | -4.6% | -4.1% |
| YTD | -23.6% | +13.1% | -36.7% | -27.0% |
| 1Y | -10.8% | +16.5% | -27.3% | -15.8% |
| 3Y | -8.3% | +10.3% | -18.6% | -13.0% |
| 5Y | -11.3% | -7.7% | -3.7% | -11.5% |
| 10Y | +22.6% | +24.6% | -2.0% | +8.2% |
| All | +133.8% | +106.4% | +27.4% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling