+22.2%
CTSH vs AZO
+296.8%
-274.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | -3.7% | -3.6% | -0.1% | -2.5% |
| 30D | +3.7% | -5.6% | +9.2% | +5.8% |
| 3M | +17.9% | -6.6% | +24.6% | +20.7% |
| 6M | -2.6% | -22.5% | +19.9% | +5.8% |
| YTD | -26.4% | -15.2% | -11.2% | -22.9% |
| 1Y | -13.0% | -33.9% | +20.9% | -0.7% |
| 3Y | -11.2% | +11.8% | -23.0% | -18.1% |
| 5Y | -14.3% | +85.5% | -99.8% | -36.4% |
| All | +22.2% | +296.8% | -274.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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