+34.8%
CTSH vs ALLY
+174.3%
-139.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | +1.4% | +5.2% | -3.8% | -0.5% |
| 3M | +7.5% | -13.3% | +20.8% | +12.6% |
| 6M | +39.6% | -6.7% | +46.2% | +41.9% |
| YTD | -22.3% | -12.8% | -9.5% | -19.4% |
| 1Y | -12.0% | +0.7% | -12.6% | -13.1% |
| 3Y | +1.8% | +65.2% | -63.4% | -18.6% |
| 5Y | -15.8% | -10.1% | -5.7% | -19.7% |
| All | +34.8% | +174.3% | -139.5% | -11.1% |
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