-2.5%
CTSH vs ALC
+27.5%
-29.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.1% |
| 7D | -2.1% | -6.3% | +4.2% | +0.9% |
| 30D | +8.0% | +12.6% | -4.6% | +2.1% |
| 3M | +10.6% | -3.8% | +14.4% | +12.5% |
| 6M | +32.5% | +16.8% | +15.7% | +23.1% |
| YTD | -21.0% | -7.6% | -13.4% | -18.9% |
| 1Y | -9.9% | -5.9% | -4.0% | -8.4% |
| 3Y | +3.1% | +0.6% | +2.5% | -2.1% |
| 5Y | -13.4% | -9.5% | -4.0% | -15.0% |
| All | -2.5% | +27.5% | -29.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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