-14.1%
CTSH vs AMIX
-99.9%
+85.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.8% | -13.6% | -1.8% |
| 7D | -2.3% | +1.2% | -3.5% | -2.3% |
| 30D | +7.4% | -45.3% | +52.8% | +7.9% |
| 3M | +10.9% | -83.1% | +94.0% | +12.2% |
| 6M | +24.7% | -76.9% | +101.5% | +22.6% |
| YTD | -22.0% | -85.3% | +63.3% | -23.2% |
| 1Y | -11.2% | -89.8% | +78.7% | -12.6% |
| All | -14.1% | -99.9% | +85.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 3y: compounded portfolio wealth divided by compounded AMIX 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…
3y analysis · Full analysis span regression · 6 months rolling