+22.5%
CTSH vs ALB
+78.9%
-56.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.6% | -6.4% | -4.4% |
| 7D | -5.5% | -4.4% | -1.1% | -4.7% |
| 30D | +4.5% | -1.2% | +5.7% | +4.6% |
| 3M | +13.7% | -13.3% | +27.0% | +16.5% |
| 6M | -8.4% | -19.8% | +11.4% | -6.0% |
| YTD | -26.5% | -7.9% | -18.6% | -27.6% |
| 1Y | -13.9% | +60.2% | -74.1% | -26.1% |
| 3Y | -11.3% | -26.4% | +15.1% | -14.5% |
| 5Y | -14.8% | -42.5% | +27.7% | -17.5% |
| 10Y | +22.5% | +83.0% | -60.5% | -27.6% |
| All | +22.5% | +78.9% | -56.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling