-13.4%
CTSH vs ALLY
-8.7%
-4.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | -2.1% | -2.8% | +0.7% | -1.3% |
| 30D | +8.0% | +1.9% | +6.1% | +7.2% |
| 3M | +10.6% | -12.1% | +22.7% | +14.8% |
| 6M | +32.5% | -9.0% | +41.5% | +35.5% |
| YTD | -21.0% | -12.9% | -8.0% | -18.3% |
| 1Y | -9.9% | -0.1% | -9.8% | -10.8% |
| 3Y | +3.1% | +64.6% | -61.5% | -15.5% |
| 5Y | -13.4% | -10.1% | -3.3% | -14.8% |
| All | -13.4% | -8.7% | -4.7% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling