+22.2%
CTSH vs AU
+699.0%
-676.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.9% |
| 7D | -3.7% | -4.3% | +0.6% | -3.6% |
| 30D | +3.7% | +7.3% | -3.6% | +3.4% |
| 3M | +17.9% | +26.3% | -8.4% | +16.9% |
| 6M | -2.6% | +1.8% | -4.4% | -2.9% |
| YTD | -26.4% | +26.8% | -53.2% | -27.4% |
| 1Y | -13.0% | +66.7% | -79.7% | -15.4% |
| 3Y | -11.2% | +579.1% | -590.3% | -20.1% |
| 5Y | -14.3% | +689.3% | -703.6% | -23.6% |
| All | +22.2% | +699.0% | -676.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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