+18.7%
CTSH vs AMCR
+16.5%
+2.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -9.8% | -5.0% | -4.8% | -8.0% |
| 30D | +0.1% | -8.0% | +8.1% | +3.3% |
| 3M | +13.2% | +14.3% | -1.0% | +7.5% |
| 6M | -6.2% | +5.3% | -11.5% | -8.9% |
| YTD | -28.5% | +7.7% | -36.2% | -31.8% |
| 1Y | -13.8% | +10.8% | -24.6% | -19.0% |
| 3Y | -13.7% | +9.6% | -23.3% | -20.2% |
| 5Y | -16.7% | -10.2% | -6.5% | -16.1% |
| All | +18.7% | +16.5% | +2.3% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling