+35,575.5%
CTSH vs ALB
+1,406.8%
+34,168.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | -0.6% | +9.1% | -9.7% | -3.4% |
| 30D | +13.4% | -3.4% | +16.8% | +14.3% |
| 3M | +14.4% | -20.6% | +35.0% | +22.1% |
| 6M | +27.7% | -48.2% | +75.9% | +55.1% |
| YTD | -20.6% | -29.2% | +8.6% | -16.2% |
| 1Y | -9.1% | +10.0% | -19.1% | -18.2% |
| 3Y | +3.1% | -12.9% | +16.0% | -12.3% |
| 5Y | -11.8% | -61.3% | +49.5% | -6.9% |
| 10Y | +42.7% | +35.8% | +6.9% | -24.8% |
| All | +35,575.5% | +1,406.8% | +34,168.7% | +5,718.3% |
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