-12.7%
CTSH vs ABCL
-81.3%
+68.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.5% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | +12.4% | +93.1% | -80.7% | +6.6% |
| 3M | +17.4% | +79.4% | -62.1% | +11.3% |
| 6M | -3.1% | +214.9% | -218.0% | -12.5% |
| YTD | -23.6% | +234.2% | -257.8% | -31.7% |
| 1Y | -10.8% | +174.8% | -185.6% | -19.6% |
| 3Y | -8.3% | +104.5% | -112.8% | -18.2% |
| 5Y | -11.3% | -39.0% | +27.7% | -17.5% |
| All | -12.7% | -81.3% | +68.6% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling