+22,496.2%
KLAC vs CTSH
+35,040.8%
-12,544.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | +21.2% | -4.2% | +25.4% | +22.7% |
| 30D | -14.5% | +3.9% | -18.5% | -16.6% |
| 3M | -24.4% | +10.2% | -34.6% | -28.4% |
| 6M | -12.9% | +35.3% | -48.2% | -26.1% |
| YTD | +29.9% | -21.8% | +51.7% | +31.9% |
| 1Y | +31.9% | -12.1% | +44.0% | +28.4% |
| 3Y | +201.5% | +2.0% | +199.5% | +177.7% |
| 5Y | +298.6% | -15.3% | +313.8% | +292.0% |
| 10Y | +2,324.4% | +35.7% | +2,288.7% | +1,953.4% |
| All | +22,496.2% | +35,040.8% | -12,544.6% | +4,381.7% |
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