+34.8%
CTSH vs ALK
-45.9%
+80.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.3% |
| 7D | -2.1% | -1.2% | -1.0% | -2.0% |
| 30D | +1.4% | +7.7% | -6.3% | -0.7% |
| 3M | +7.5% | -19.0% | +26.4% | +12.1% |
| 6M | +39.6% | -0.2% | +39.8% | +36.4% |
| YTD | -22.3% | -23.5% | +1.2% | -20.1% |
| 1Y | -12.0% | -9.1% | -2.8% | -13.6% |
| 3Y | +1.8% | +12.0% | -10.2% | -10.7% |
| 5Y | -15.8% | -30.9% | +15.0% | -17.3% |
| All | +34.8% | -45.9% | +80.7% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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