-13.9%
CTSH vs ALLE
+55.0%
-68.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.9% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | +7.4% | +26.6% | -19.2% | -3.6% |
| 3M | +10.9% | +13.2% | -2.2% | +4.5% |
| 6M | +24.7% | +42.9% | -18.2% | +5.2% |
| YTD | -22.0% | +21.0% | -43.0% | -29.5% |
| 1Y | -11.2% | +15.2% | -26.3% | -17.7% |
| 3Y | +3.9% | +95.6% | -91.7% | -28.8% |
| 5Y | -13.9% | +53.4% | -67.4% | -32.2% |
| All | -13.9% | +55.0% | -68.9% | -32.2% |
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