-3.7%
CTSH vs ALC
+32.2%
-35.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | -2.3% | +2.1% | -4.3% | -3.3% |
| 30D | +7.4% | +17.2% | -9.8% | -0.2% |
| 3M | +10.9% | +4.6% | +6.3% | +8.5% |
| 6M | +24.7% | +20.1% | +4.6% | +14.4% |
| YTD | -22.0% | -4.2% | -17.8% | -21.2% |
| 1Y | -11.2% | +2.1% | -13.2% | -13.0% |
| 3Y | +3.9% | +4.5% | -0.6% | -3.2% |
| 5Y | -13.9% | -12.3% | -1.6% | -13.8% |
| All | -3.7% | +32.2% | -35.9% | -30.2% |
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