-10.9%
CTSH vs ALC
-16.0%
+5.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.7% |
| 7D | -2.7% | -2.1% | -0.6% | -1.8% |
| 30D | +12.4% | -0.1% | +12.5% | +12.4% |
| 3M | +17.4% | +5.9% | +11.5% | +14.7% |
| 6M | -3.1% | -15.9% | +12.9% | +3.2% |
| YTD | -23.6% | -10.1% | -13.5% | -20.8% |
| 1Y | -10.8% | -10.2% | -0.6% | -7.7% |
| 3Y | -8.3% | -13.6% | +5.3% | -6.0% |
| All | -10.9% | -16.0% | +5.1% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling