+35,415.6%
CTSH vs AME
+6,798.0%
+28,617.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -2.1% | +1.1% | -3.1% | -3.0% |
| 30D | +8.0% | -4.1% | +12.0% | +9.2% |
| 3M | +10.6% | -6.3% | +16.9% | +12.7% |
| 6M | +32.5% | +3.5% | +29.0% | +25.9% |
| YTD | -21.0% | +17.3% | -38.2% | -30.9% |
| 1Y | -9.9% | +22.0% | -31.9% | -23.0% |
| 3Y | +3.1% | +62.0% | -58.9% | -26.7% |
| 5Y | -13.4% | +78.5% | -91.9% | -42.0% |
| 10Y | +37.1% | +441.6% | -404.5% | -52.4% |
| All | +35,415.6% | +6,798.0% | +28,617.6% | +4,116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling