-2.0%
CTSH vs ALC
+31.8%
-33.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.8% |
| 7D | -0.6% | +4.9% | -5.5% | -2.8% |
| 30D | +13.4% | +19.0% | -5.5% | +4.6% |
| 3M | +14.4% | +7.8% | +6.7% | +10.4% |
| 6M | +27.7% | +14.6% | +13.2% | +19.7% |
| YTD | -20.6% | -4.4% | -16.2% | -19.8% |
| 1Y | -9.1% | +1.4% | -10.5% | -10.7% |
| 3Y | +3.1% | +2.5% | +0.6% | -2.9% |
| 5Y | -11.8% | -10.9% | -0.9% | -12.5% |
| All | -2.0% | +31.8% | -33.8% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling