+3.9%
CTSH vs ABCL
+196.9%
-193.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -2.0% |
| 7D | -2.3% | +12.4% | -14.7% | -2.9% |
| 30D | +7.4% | -0.4% | +7.8% | +7.3% |
| 3M | +10.9% | +80.4% | -69.4% | +6.2% |
| 6M | +24.7% | +138.5% | -113.9% | +16.2% |
| YTD | -22.0% | +265.5% | -287.5% | -30.1% |
| 1Y | -11.2% | +219.7% | -230.8% | -19.7% |
| 3Y | +3.9% | +209.4% | -205.6% | -9.8% |
| All | +3.9% | +196.9% | -193.1% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling