-11.2%
CTSH vs ABCL
+197.3%
-208.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.8% |
| 7D | -2.1% | -2.7% | +0.6% | -2.0% |
| 30D | +8.0% | -5.4% | +13.4% | +8.1% |
| 3M | +10.6% | +22.4% | -11.8% | +9.0% |
| 6M | +32.5% | +127.6% | -95.1% | +25.0% |
| YTD | -21.0% | +249.4% | -270.4% | -29.8% |
| All | -11.2% | +197.3% | -208.5% | -19.0% |
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