-10.9%
CTSH vs ALB
-44.4%
+33.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -3.0% |
| 7D | -2.7% | -8.1% | +5.4% | -1.7% |
| 30D | +12.4% | +6.3% | +6.1% | +11.3% |
| 3M | +17.4% | -23.6% | +40.9% | +21.3% |
| 6M | -3.1% | -24.6% | +21.5% | -0.5% |
| YTD | -23.6% | -10.3% | -13.3% | -24.1% |
| 1Y | -10.8% | +61.5% | -72.3% | -20.1% |
| 3Y | -8.3% | -34.0% | +25.7% | -9.2% |
| All | -10.9% | -44.4% | +33.5% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling