+35.7%
CTSH vs ALLE
+208.6%
-172.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | -4.2% | +1.6% | -5.8% | -5.0% |
| 30D | +3.9% | +24.1% | -20.1% | -7.2% |
| 3M | +10.2% | +14.8% | -4.7% | +2.3% |
| 6M | +35.3% | +45.9% | -10.6% | +10.1% |
| YTD | -21.8% | +20.7% | -42.6% | -30.4% |
| 1Y | -12.1% | +14.2% | -26.3% | -19.5% |
| 3Y | +2.0% | +90.7% | -88.6% | -31.0% |
| 5Y | -15.3% | +50.6% | -65.8% | -36.0% |
| All | +35.7% | +208.6% | -172.9% | -32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling