+288.8%
KLAC vs CTSH
-11.4%
+300.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.7% | +1.8% |
| 7D | +10.6% | -5.5% | +16.1% | +10.5% |
| 30D | -4.5% | +4.5% | -9.0% | -4.5% |
| 3M | -10.3% | +13.7% | -24.0% | -6.9% |
| 6M | +40.9% | -8.4% | +49.3% | +58.7% |
| YTD | +56.1% | -26.5% | +82.6% | +95.0% |
| 1Y | +109.0% | -13.9% | +123.0% | +136.9% |
| 3Y | +288.8% | -11.3% | +300.2% | +338.4% |
| All | +288.8% | -11.4% | +300.2% | +338.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling