+196.6%
KLAC vs CTSH
+4.3%
+192.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.3% |
| 7D | -2.1% | +1.8% | -3.9% | -1.8% |
| 30D | -21.8% | +9.8% | -31.6% | -21.3% |
| 3M | -20.5% | +12.1% | -32.7% | -20.1% |
| 6M | -18.0% | +27.4% | -45.4% | -15.3% |
| YTD | +26.4% | -20.3% | +46.6% | +59.3% |
| 1Y | +26.3% | -8.8% | +35.1% | +46.8% |
| All | +196.6% | +4.3% | +192.3% | +201.5% |
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