+365.7%
ALAB vs CTSH
-15.7%
+381.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.8% | -3.1% | -7.3% |
| 7D | +3.2% | -5.5% | +8.7% | +2.7% |
| 30D | -13.6% | +4.5% | -18.1% | -13.1% |
| 3M | -16.6% | +13.7% | -30.3% | -11.2% |
| 6M | +142.3% | -8.4% | +150.7% | +182.7% |
| YTD | +73.6% | -26.5% | +100.1% | +122.1% |
| 1Y | +33.7% | -13.9% | +47.6% | +55.7% |
| All | +365.7% | -15.7% | +381.4% | +408.2% |
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 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