+34.8%
CTSH vs ALLE
+211.7%
-176.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -1.1% |
| 7D | -2.1% | +3.6% | -5.7% | -3.9% |
| 30D | +1.4% | +25.9% | -24.5% | -10.1% |
| 3M | +7.5% | +15.8% | -8.3% | -0.7% |
| 6M | +39.6% | +48.1% | -8.5% | +12.7% |
| YTD | -22.3% | +22.0% | -44.3% | -31.2% |
| 1Y | -12.0% | +18.0% | -30.0% | -20.7% |
| 3Y | +1.8% | +93.1% | -91.3% | -31.6% |
| 5Y | -15.8% | +52.1% | -67.9% | -36.7% |
| All | +34.8% | +211.7% | -176.8% | -32.9% |
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