-12.1%
CTSH vs ALLY
-9.5%
-2.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.2% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | +13.4% | +3.1% | +10.3% | +12.3% |
| 3M | +14.4% | -12.6% | +27.0% | +19.1% |
| 6M | +27.7% | -12.4% | +40.2% | +32.3% |
| YTD | -20.6% | -13.2% | -7.5% | -17.8% |
| 1Y | -9.1% | +1.8% | -11.0% | -10.5% |
| 3Y | +3.1% | +58.0% | -54.9% | -14.4% |
| All | -12.1% | -9.5% | -2.5% | -14.4% |
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