-17.1%
CTSH vs AU
+688.4%
-705.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.9% |
| 7D | -8.2% | +0.6% | -8.9% | -8.2% |
| 30D | +0.4% | +12.3% | -11.9% | -0.1% |
| 3M | +10.6% | +29.4% | -18.8% | +9.3% |
| 6M | -8.8% | +3.2% | -12.0% | -9.1% |
| YTD | -28.6% | +31.8% | -60.4% | -30.2% |
| 1Y | -15.9% | +83.4% | -99.3% | -19.9% |
| 3Y | -13.9% | +623.1% | -637.0% | -29.3% |
| 5Y | -17.1% | +700.5% | -717.6% | -31.5% |
| All | -17.1% | +688.4% | -705.5% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling