-12.1%
CTSH vs ALHC
-64.2%
+52.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.6% |
| 7D | -0.6% | +1.0% | -1.6% | -0.7% |
| 30D | +13.4% | -14.2% | +27.6% | +14.2% |
| 3M | +14.4% | -45.1% | +59.6% | +17.7% |
| 6M | +27.7% | -59.5% | +87.3% | +32.5% |
| YTD | -20.6% | -62.8% | +42.2% | -17.4% |
| 1Y | -9.1% | -55.5% | +46.4% | -6.7% |
| 3Y | +3.1% | +25.7% | -22.6% | -6.1% |
| All | -12.1% | -64.2% | +52.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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