+2.5%
CTSH vs APD
+29.6%
-27.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -4.2% | +2.2% | -6.4% | -4.6% |
| 30D | +3.9% | +9.4% | -5.5% | +2.0% |
| 3M | +10.2% | +4.7% | +5.5% | +9.1% |
| 6M | +35.3% | +5.5% | +29.8% | +33.7% |
| YTD | -21.8% | +31.4% | -53.2% | -27.3% |
| 1Y | -12.1% | +24.1% | -36.3% | -17.2% |
| All | +2.5% | +29.6% | -27.1% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling