+400.4%
ALAB vs CTSH
-12.4%
+412.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.6% | +13.4% | +9.4% |
| 7D | +7.2% | -2.7% | +9.9% | +7.0% |
| 30D | -2.5% | +12.4% | -14.9% | -1.5% |
| 3M | -13.3% | +17.4% | -30.7% | -7.2% |
| 6M | +172.8% | -3.1% | +175.9% | +216.8% |
| YTD | +86.6% | -23.6% | +110.2% | +139.5% |
| 1Y | +65.2% | -10.8% | +76.0% | +93.3% |
| All | +400.4% | -12.4% | +412.8% | +448.0% |
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