+34,247.0%
CTSH vs APD
+1,346.5%
+32,900.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.1% |
| 7D | -2.7% | -2.2% | -0.5% | -1.7% |
| 30D | +12.4% | +2.1% | +10.3% | +11.2% |
| 3M | +17.4% | +7.2% | +10.2% | +13.1% |
| 6M | -3.1% | +11.2% | -14.3% | -8.9% |
| YTD | -23.6% | +24.4% | -48.0% | -32.4% |
| 1Y | -10.8% | +6.7% | -17.5% | -15.7% |
| 3Y | -8.3% | +9.2% | -17.5% | -17.2% |
| 5Y | -11.3% | +27.4% | -38.7% | -27.8% |
| 10Y | +22.6% | +164.8% | -142.2% | -32.6% |
| All | +34,247.0% | +1,346.5% | +32,900.5% | +7,189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling