+38.7%
CTSH vs ALLY
+182.8%
-144.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.0% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | +9.8% | +1.1% | +8.7% | +9.2% |
| 3M | +12.1% | -13.2% | +25.3% | +17.5% |
| 6M | +27.4% | -13.5% | +40.9% | +33.0% |
| YTD | -20.3% | -14.3% | -6.0% | -16.8% |
| 1Y | -8.8% | -1.1% | -7.7% | -9.4% |
| 3Y | +4.0% | +62.0% | -58.0% | -16.3% |
| 5Y | -12.2% | -9.6% | -2.6% | -16.5% |
| 10Y | +38.7% | +176.0% | -137.2% | -4.9% |
| All | +38.7% | +182.8% | -144.1% | -4.9% |
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