+113.7%
KLAC vs CTSH
-11.3%
+125.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.6% | +10.9% | +5.8% |
| 7D | +5.7% | -2.7% | +8.4% | +4.6% |
| 30D | -3.6% | +12.4% | -16.0% | +1.4% |
| 3M | -12.8% | +17.4% | -30.2% | +2.4% |
| 6M | +26.1% | -3.1% | +29.1% | +51.3% |
| YTD | +53.3% | -23.6% | +76.9% | +93.9% |
| 1Y | +113.7% | -10.8% | +124.5% | +159.7% |
| All | +113.7% | -11.3% | +125.0% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 1y: compounded portfolio wealth divided by compounded CTSH 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…
1y analysis · Full analysis span regression · 6 months rolling