+26,561.5%
KLAC vs CTSH
+34,247.0%
-7,685.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.6% | +10.9% | +8.5% |
| 7D | +5.7% | -2.7% | +8.4% | +6.6% |
| 30D | -3.6% | +12.4% | -16.0% | -7.7% |
| 3M | -12.8% | +17.4% | -30.2% | -20.3% |
| 6M | +26.1% | -3.1% | +29.1% | +21.7% |
| YTD | +53.3% | -23.6% | +76.9% | +59.7% |
| 1Y | +113.7% | -10.8% | +124.5% | +110.2% |
| 3Y | +274.9% | -8.3% | +283.2% | +264.6% |
| 5Y | +470.1% | -11.3% | +481.5% | +462.4% |
| 10Y | +2,997.0% | +22.6% | +2,974.4% | +2,640.2% |
| All | +26,561.5% | +34,247.0% | -7,685.5% | +5,325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling