+34,247.0%
CTSH vs ALB
+1,810.7%
+32,436.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -2.2% |
| 7D | -2.7% | -8.1% | +5.4% | -0.1% |
| 30D | +12.4% | +6.3% | +6.1% | +9.8% |
| 3M | +17.4% | -23.6% | +40.9% | +26.9% |
| 6M | -3.1% | -24.6% | +21.5% | +3.1% |
| YTD | -23.6% | -10.3% | -13.3% | -24.8% |
| 1Y | -10.8% | +61.5% | -72.3% | -30.3% |
| 3Y | -8.3% | -34.0% | +25.7% | -12.3% |
| 5Y | -11.3% | -44.6% | +33.3% | -17.5% |
| 10Y | +22.6% | +76.1% | -53.5% | -40.7% |
| All | +34,247.0% | +1,810.7% | +32,436.3% | +5,120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling