+248.5%
ALAB vs CTSH
-8.6%
+257.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | +0.2% |
| 7D | -7.5% | +1.8% | -9.3% | -7.0% |
| 30D | -36.8% | +9.8% | -46.6% | -35.6% |
| 3M | -31.9% | +12.1% | -44.0% | -30.2% |
| 6M | +8.2% | +27.4% | -19.2% | +15.8% |
| YTD | +29.9% | -20.3% | +50.2% | +69.7% |
| 1Y | +24.4% | -8.8% | +33.2% | +49.8% |
| All | +248.5% | -8.6% | +257.1% | +288.3% |
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