+452.1%
KLAC vs CTSH
-17.3%
+469.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.4% |
| 7D | +6.2% | -8.2% | +14.4% | +8.6% |
| 30D | -5.0% | +0.4% | -5.4% | -5.5% |
| 3M | -14.4% | +10.6% | -25.0% | -17.9% |
| 6M | +28.3% | -8.8% | +37.1% | +35.1% |
| YTD | +51.1% | -28.6% | +79.7% | +82.6% |
| 1Y | +100.4% | -15.9% | +116.3% | +115.4% |
| 3Y | +276.3% | -13.9% | +290.2% | +290.4% |
| 5Y | +452.1% | -17.1% | +469.2% | +513.3% |
| All | +452.1% | -17.3% | +469.3% | +513.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling