+20,979.9%
CTSH vs AU
+607.0%
+20,372.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.5% |
| 7D | -2.1% | -7.2% | +5.1% | -1.6% |
| 30D | +1.4% | -2.9% | +4.3% | +1.4% |
| 3M | +7.5% | -8.7% | +16.1% | +7.9% |
| 6M | +39.6% | -14.1% | +53.7% | +40.2% |
| YTD | -22.3% | +4.8% | -27.1% | -23.8% |
| 1Y | -12.0% | +11.9% | -23.8% | -14.2% |
| 3Y | +1.8% | +513.8% | -512.0% | -15.8% |
| 5Y | -15.8% | +379.3% | -395.1% | -30.1% |
| 10Y | +34.8% | +837.1% | -802.2% | -0.1% |
| All | +20,979.9% | +607.0% | +20,372.9% | +15,070.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling