-11.2%
CTSH vs AZO
+10.0%
-21.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | -3.7% | -3.6% | -0.1% | -2.9% |
| 30D | +3.7% | -5.6% | +9.2% | +5.0% |
| 3M | +17.9% | -6.6% | +24.6% | +19.6% |
| 6M | -2.6% | -22.5% | +19.9% | +1.5% |
| YTD | -26.4% | -15.2% | -11.2% | -24.7% |
| 1Y | -13.0% | -33.9% | +20.9% | -6.2% |
| 3Y | -11.2% | +11.8% | -23.0% | -13.3% |
| All | -11.2% | +10.0% | -21.3% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling