-17.5%
KLAC vs CTSH
+35.3%
-52.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -3.7% |
| 7D | +10.0% | -2.1% | +12.1% | +8.2% |
| 30D | -14.8% | +1.4% | -16.2% | -12.4% |
| 3M | -27.2% | +7.5% | -34.6% | -20.9% |
| 6M | -17.5% | +39.6% | -57.0% | +27.1% |
| All | -17.5% | +35.3% | -52.8% | +27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling