-17.1%
CTSH vs AMCR
-10.2%
-6.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.1% | -1.8% |
| 7D | -8.2% | -6.3% | -1.9% | -5.9% |
| 30D | +0.4% | -7.1% | +7.5% | +3.2% |
| 3M | +10.6% | +12.7% | -2.1% | +5.5% |
| 6M | -8.8% | +5.2% | -14.0% | -11.2% |
| YTD | -28.6% | +8.1% | -36.7% | -32.2% |
| 1Y | -15.9% | +11.7% | -27.6% | -21.7% |
| 3Y | -13.9% | +9.9% | -23.8% | -22.4% |
| 5Y | -17.1% | -8.7% | -8.4% | -16.3% |
| All | -17.1% | -10.2% | -6.9% | -16.3% |
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