+35.7%
CTSH vs AME
+442.0%
-406.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.4% |
| 7D | -4.2% | +8.1% | -12.3% | -8.2% |
| 30D | +3.9% | -3.8% | +7.7% | +5.0% |
| 3M | +10.2% | -6.6% | +16.8% | +12.6% |
| 6M | +35.3% | +4.6% | +30.7% | +27.6% |
| YTD | -21.8% | +17.9% | -39.7% | -32.5% |
| 1Y | -12.1% | +23.2% | -35.4% | -26.2% |
| 3Y | +2.0% | +62.9% | -60.9% | -30.4% |
| 5Y | -15.3% | +77.5% | -92.8% | -46.0% |
| All | +35.7% | +442.0% | -406.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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