+31.9%
KLAC vs CTSH
-11.4%
+43.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.9% |
| 7D | +21.2% | -4.2% | +25.4% | +18.7% |
| 30D | -14.5% | +3.9% | -18.5% | -11.9% |
| 3M | -24.4% | +10.2% | -34.6% | -19.3% |
| 6M | -12.9% | +35.3% | -48.2% | +7.8% |
| YTD | +29.9% | -21.8% | +51.7% | +67.0% |
| 1Y | +31.9% | -12.1% | +44.0% | +66.2% |
| All | +31.9% | -11.4% | +43.3% | +66.2% |
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