-7.6%
CTSH vs ALLE
+18.6%
-26.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.6% |
| 7D | -0.9% | +6.7% | -7.5% | -2.4% |
| 30D | +13.1% | +25.4% | -12.3% | +6.5% |
| 3M | +17.9% | +16.9% | +0.9% | +12.3% |
| 6M | +28.5% | +46.6% | -18.1% | +17.5% |
| YTD | -19.3% | +22.4% | -41.7% | -23.5% |
| 1Y | -7.6% | +17.7% | -25.3% | -9.7% |
| All | -7.6% | +18.6% | -26.2% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling