+3.1%
CTSH vs ALB
-16.8%
+19.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | -0.6% | +9.1% | -9.7% | -1.4% |
| 30D | +13.4% | -3.4% | +16.8% | +13.7% |
| 3M | +14.4% | -20.6% | +35.0% | +16.8% |
| 6M | +27.7% | -48.2% | +75.9% | +35.9% |
| YTD | -20.6% | -29.2% | +8.6% | -19.5% |
| 1Y | -9.1% | +10.0% | -19.1% | -13.2% |
| 3Y | +3.1% | -12.9% | +16.0% | -5.6% |
| All | +3.1% | -16.8% | +19.9% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling