+37.8%
CTSH vs ALB
+38.2%
-0.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.3% | +9.5% | -11.7% | -4.0% |
| 30D | +7.4% | -2.1% | +9.6% | +7.7% |
| 3M | +10.9% | -24.1% | +35.1% | +16.6% |
| 6M | +24.7% | -51.0% | +75.7% | +42.2% |
| YTD | -22.0% | -29.3% | +7.3% | -19.3% |
| 1Y | -11.2% | +3.2% | -14.3% | -15.8% |
| 3Y | +3.9% | -9.3% | +13.2% | -6.9% |
| 5Y | -13.9% | -61.6% | +47.7% | -8.2% |
| 10Y | +37.8% | +40.8% | -3.0% | -16.0% |
| All | +37.8% | +38.2% | -0.4% | -16.0% |
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