+37.8%
CTSH vs APD
+192.6%
-154.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.6% |
| 7D | -2.3% | -1.6% | -0.7% | -1.6% |
| 30D | +7.4% | +10.6% | -3.2% | +2.7% |
| 3M | +10.9% | +2.5% | +8.4% | +9.5% |
| 6M | +24.7% | +6.0% | +18.7% | +20.7% |
| YTD | -22.0% | +28.4% | -50.4% | -31.6% |
| 1Y | -11.2% | +22.2% | -33.3% | -20.6% |
| 3Y | +3.9% | +26.6% | -22.7% | -11.9% |
| 5Y | -13.9% | +11.8% | -25.7% | -24.4% |
| 10Y | +37.8% | +187.8% | -150.0% | -29.3% |
| All | +37.8% | +192.6% | -154.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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