+35.8%
CTSH vs ALK
-41.7%
+77.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.4% | -2.9% |
| 7D | -0.6% | +9.0% | -9.6% | -2.7% |
| 30D | +13.4% | -1.6% | +15.0% | +13.5% |
| 3M | +14.4% | -23.2% | +37.6% | +21.0% |
| 6M | +27.7% | -3.9% | +31.6% | +26.2% |
| YTD | -20.6% | -22.6% | +2.0% | -18.5% |
| 1Y | -9.1% | -5.3% | -3.8% | -11.7% |
| 3Y | +3.1% | +18.6% | -15.5% | -10.9% |
| 5Y | -11.8% | -34.4% | +22.6% | -12.0% |
| All | +35.8% | -41.7% | +77.5% | +35.0% |
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