+139.2%
CTSH vs AMCR
+100.3%
+39.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.7% |
| 7D | -4.2% | -4.5% | +0.3% | -3.0% |
| 30D | +3.9% | +4.9% | -0.9% | +2.5% |
| 3M | +10.2% | -4.6% | +14.8% | +11.5% |
| 6M | +35.3% | +15.2% | +20.1% | +29.7% |
| YTD | -21.8% | +9.7% | -31.5% | -24.8% |
| 1Y | -12.1% | +10.5% | -22.6% | -15.7% |
| 3Y | +2.0% | +13.8% | -11.8% | -4.1% |
| 5Y | -15.3% | -9.1% | -6.2% | -15.1% |
| 10Y | +35.7% | +18.6% | +17.1% | +20.5% |
| All | +139.2% | +100.3% | +39.0% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling