-16.7%
CTSH vs AZO
+85.0%
-101.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -9.8% | -2.9% | -6.9% | -9.0% |
| 30D | +0.1% | -5.3% | +5.4% | +1.7% |
| 3M | +13.2% | -7.3% | +20.6% | +15.7% |
| 6M | -6.2% | -22.7% | +16.5% | +0.4% |
| YTD | -28.5% | -15.0% | -13.4% | -25.8% |
| 1Y | -13.8% | -32.2% | +18.5% | -4.3% |
| 3Y | -13.7% | +10.0% | -23.7% | -19.8% |
| 5Y | -16.7% | +85.8% | -102.5% | -36.3% |
| All | -16.7% | +85.0% | -101.6% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling