-10.9%
CTSH vs ALLE
+13.7%
-24.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +12.4% | -6.8% | +19.2% | +15.8% |
| 3M | +17.4% | +21.0% | -3.7% | +7.0% |
| 6M | -3.1% | +1.1% | -4.2% | -4.4% |
| YTD | -23.6% | -0.5% | -23.0% | -24.3% |
| 1Y | -10.8% | -7.3% | -3.6% | -8.8% |
| 3Y | -8.3% | +42.3% | -50.6% | -26.3% |
| All | -10.9% | +13.7% | -24.7% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling