+32,929.6%
CTSH vs AZO
+8,947.1%
+23,982.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.4% |
| 7D | -5.5% | -0.5% | -5.0% | -5.3% |
| 30D | +4.5% | -5.6% | +10.1% | +6.8% |
| 3M | +13.7% | -4.0% | +17.7% | +15.5% |
| 6M | -8.4% | -18.9% | +10.5% | -1.2% |
| YTD | -26.5% | -13.0% | -13.5% | -23.3% |
| 1Y | -13.9% | -30.4% | +16.5% | -2.5% |
| 3Y | -11.3% | +12.7% | -24.0% | -18.5% |
| 5Y | -14.8% | +89.6% | -104.5% | -37.7% |
| 10Y | +22.5% | +304.7% | -282.1% | -36.7% |
| All | +32,929.6% | +8,947.1% | +23,982.5% | +5,662.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling