+3.9%
CTSH vs ALLY
+61.3%
-57.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.0% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | +7.4% | +3.4% | +4.0% | +6.3% |
| 3M | +10.9% | -11.1% | +22.0% | +14.4% |
| 6M | +24.7% | -11.5% | +36.1% | +28.3% |
| YTD | -22.0% | -12.3% | -9.7% | -19.8% |
| 1Y | -11.2% | +1.1% | -12.3% | -12.2% |
| 3Y | +3.9% | +64.8% | -60.9% | -6.9% |
| All | +3.9% | +61.3% | -57.4% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling