+37.8%
CTSH vs ALLY
+201.0%
-163.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.1% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | +7.4% | +3.4% | +4.0% | +6.1% |
| 3M | +10.9% | -11.1% | +22.0% | +15.3% |
| 6M | +24.7% | -11.5% | +36.1% | +29.2% |
| YTD | -22.0% | -12.3% | -9.7% | -19.2% |
| 1Y | -11.2% | +1.1% | -12.3% | -12.4% |
| 3Y | +3.9% | +64.8% | -60.9% | -16.9% |
| 5Y | -13.9% | -6.9% | -7.1% | -19.0% |
| 10Y | +37.8% | +194.9% | -157.2% | -8.0% |
| All | +37.8% | +201.0% | -163.2% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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