-9.3%
CTSH vs ABCL
-30.0%
+20.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.5% | +1.9% |
| 7D | +6.4% | -14.9% | +21.3% | +7.6% |
| 30D | +16.3% | -15.4% | +31.6% | +17.4% |
| 3M | +20.0% | +88.0% | -68.0% | +12.2% |
| 6M | +29.9% | +138.8% | -108.9% | +17.4% |
| YTD | -18.4% | +225.4% | -243.8% | -29.1% |
| 1Y | -8.9% | +137.3% | -146.2% | -18.5% |
| 3Y | +6.0% | +136.8% | -130.8% | -9.4% |
| 5Y | -9.3% | -26.2% | +17.0% | -16.0% |
| All | -9.3% | -30.0% | +20.8% | -16.0% |
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 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