-12.2%
CTSH vs ABCL
-8.0%
-4.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +1.8% | +2.3% | -0.5% | +1.6% |
| 30D | +9.8% | -0.7% | +10.5% | +9.5% |
| 3M | +12.1% | +33.4% | -21.3% | +8.6% |
| 6M | +27.4% | +137.8% | -110.4% | +15.5% |
| YTD | -20.3% | +264.3% | -284.6% | -31.3% |
| 1Y | -8.8% | +209.2% | -218.0% | -20.3% |
| 3Y | +4.0% | +208.4% | -204.4% | -13.6% |
| 5Y | -12.2% | -11.9% | -0.3% | -19.6% |
| All | -12.2% | -8.0% | -4.2% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling