+35.8%
CTSH vs ALLE
+222.4%
-186.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | +13.4% | +25.3% | -11.9% | +0.9% |
| 3M | +14.4% | +10.3% | +4.1% | +8.4% |
| 6M | +27.7% | +38.0% | -10.3% | +7.1% |
| YTD | -20.6% | +17.8% | -38.4% | -28.4% |
| 1Y | -9.1% | +13.6% | -22.7% | -16.6% |
| 3Y | +3.1% | +89.2% | -86.1% | -30.0% |
| 5Y | -11.8% | +51.1% | -62.8% | -33.4% |
| All | +35.8% | +222.4% | -186.7% | -31.3% |
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