+249.6%
ALAB vs CTSH
-10.6%
+260.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -1.7% | +15.4% | +13.3% |
| 7D | -5.6% | -2.3% | -3.3% | -5.9% |
| 30D | -36.6% | +7.4% | -44.1% | -35.8% |
| 3M | -35.1% | +10.9% | -46.0% | -33.7% |
| 6M | +8.5% | +24.7% | -16.1% | +15.6% |
| YTD | +30.4% | -22.0% | +52.3% | +69.4% |
| 1Y | +31.0% | -11.2% | +42.2% | +57.4% |
| All | +249.6% | -10.6% | +260.2% | +287.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling