-14.8%
CTSH vs APTV
-69.4%
+54.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -2.7% |
| 7D | -5.5% | +2.0% | -7.4% | -6.0% |
| 30D | +4.5% | -7.7% | +12.2% | +6.5% |
| 3M | +13.7% | -34.0% | +47.7% | +25.2% |
| 6M | -8.4% | -37.1% | +28.7% | +1.2% |
| YTD | -26.5% | -39.9% | +13.4% | -18.0% |
| 1Y | -13.9% | -44.4% | +30.5% | -1.9% |
| 3Y | -11.3% | -54.5% | +43.2% | +3.5% |
| 5Y | -14.8% | -69.1% | +54.3% | +8.8% |
| All | -14.8% | -69.4% | +54.6% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling