+3.1%
CTSH vs ALLE
+88.9%
-85.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | +13.4% | +25.3% | -11.9% | +4.8% |
| 3M | +14.4% | +10.3% | +4.1% | +10.1% |
| 6M | +27.7% | +38.0% | -10.3% | +13.7% |
| YTD | -20.6% | +17.8% | -38.4% | -25.5% |
| 1Y | -9.1% | +13.6% | -22.7% | -13.5% |
| 3Y | +3.1% | +89.2% | -86.1% | -18.9% |
| All | +3.1% | +88.9% | -85.8% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling