+63.4%
CTSH vs ALLE
+331.3%
-268.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +2.6% |
| 7D | +6.4% | 0.0% | +6.4% | +6.3% |
| 30D | +16.3% | +20.6% | -4.3% | +5.2% |
| 3M | +20.0% | +11.4% | +8.6% | +13.0% |
| 6M | +29.9% | +42.5% | -12.6% | +6.8% |
| YTD | -18.4% | +18.9% | -37.3% | -27.0% |
| 1Y | -8.9% | +14.2% | -23.0% | -16.7% |
| 3Y | +6.0% | +90.7% | -84.7% | -28.5% |
| 5Y | -9.3% | +52.5% | -61.8% | -32.1% |
| 10Y | +46.7% | +231.2% | -184.5% | -31.6% |
| All | +63.4% | +331.3% | -268.0% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling