+34.1%
CTSH vs ALK
-45.9%
+80.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -2.6% | -1.2% | -1.5% | -2.5% |
| 30D | +0.9% | +7.7% | -6.8% | -1.2% |
| 3M | +6.9% | -19.0% | +25.9% | +11.5% |
| 6M | +38.8% | -0.2% | +39.1% | +35.7% |
| YTD | -22.7% | -23.5% | +0.8% | -20.5% |
| 1Y | -12.4% | -9.1% | -3.3% | -14.1% |
| 3Y | +1.3% | +12.0% | -10.7% | -11.2% |
| 5Y | -16.3% | -30.9% | +14.6% | -17.7% |
| All | +34.1% | -45.9% | +80.0% | +27.0% |
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