-12.1%
CTSH vs ABCL
+189.1%
-201.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -1.0% |
| 7D | -4.2% | +4.4% | -8.6% | -4.3% |
| 30D | +3.9% | -7.9% | +11.8% | +4.1% |
| 3M | +10.2% | +12.2% | -2.0% | +8.9% |
| 6M | +35.3% | +134.7% | -99.5% | +27.1% |
| YTD | -21.8% | +239.8% | -261.6% | -30.5% |
| 1Y | -12.1% | +192.7% | -204.8% | -19.8% |
| All | -12.1% | +189.1% | -201.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling