+26.2%
KLAC vs CTSH
-7.5%
+33.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -2.6% |
| 7D | -5.7% | -0.9% | -4.8% | -5.6% |
| 30D | -27.6% | +13.1% | -40.7% | -22.6% |
| 3M | -23.3% | +17.9% | -41.2% | -15.7% |
| 6M | -12.4% | +28.5% | -40.8% | +9.7% |
| YTD | +23.7% | -19.3% | +43.0% | +62.0% |
| 1Y | +26.2% | -7.6% | +33.8% | +58.7% |
| All | +26.2% | -7.5% | +33.7% | +58.7% |
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