-15.3%
CTSH vs AMCR
-9.0%
-6.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.6% |
| 7D | -4.2% | -4.5% | +0.3% | -2.5% |
| 30D | +3.9% | +4.9% | -0.9% | +1.9% |
| 3M | +10.2% | -4.6% | +14.8% | +11.9% |
| 6M | +35.3% | +15.2% | +20.1% | +27.5% |
| YTD | -21.8% | +9.7% | -31.5% | -26.3% |
| 1Y | -12.1% | +10.5% | -22.6% | -17.5% |
| 3Y | +2.0% | +13.8% | -11.8% | -9.7% |
| 5Y | -15.3% | -9.1% | -6.2% | -11.8% |
| All | -15.3% | -9.0% | -6.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling