+22.6%
CTSH vs APD
+165.5%
-142.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -2.7% | -2.2% | -0.5% | -1.7% |
| 30D | +12.4% | +2.1% | +10.3% | +11.3% |
| 3M | +17.4% | +7.2% | +10.2% | +13.5% |
| 6M | -3.1% | +11.2% | -14.3% | -8.6% |
| YTD | -23.6% | +24.4% | -48.0% | -32.0% |
| 1Y | -10.8% | +6.7% | -17.5% | -15.2% |
| 3Y | -8.3% | +9.2% | -17.5% | -16.6% |
| 5Y | -11.3% | +27.4% | -38.7% | -28.7% |
| All | +22.6% | +165.5% | -142.9% | -37.7% |
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