+207.4%
ALAB vs CTSH
-9.0%
+216.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.0% | +5.7% |
| 7D | -26.3% | -0.6% | -25.7% | -26.3% |
| 30D | -50.1% | +13.4% | -63.5% | -48.9% |
| 3M | -42.5% | +14.4% | -56.9% | -41.0% |
| 6M | -10.8% | +27.7% | -38.6% | -5.0% |
| YTD | +14.6% | -20.6% | +35.2% | +49.5% |
| 1Y | +17.1% | -9.1% | +26.3% | +40.7% |
| All | +207.4% | -9.0% | +216.4% | +242.0% |
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