+47.9%
CTSH vs ALLY
+124.8%
-76.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -2.7% | +3.7% | -6.4% | -3.9% |
| 30D | +12.4% | -2.3% | +14.6% | +13.2% |
| 3M | +17.4% | +3.8% | +13.5% | +15.4% |
| 6M | -3.1% | +9.7% | -12.8% | -6.9% |
| YTD | -23.6% | -1.4% | -22.2% | -23.9% |
| 1Y | -10.8% | +8.2% | -19.1% | -14.2% |
| 3Y | -8.3% | +66.5% | -74.8% | -26.7% |
| 5Y | -11.3% | +1.2% | -12.5% | -19.0% |
| 10Y | +22.6% | +191.4% | -168.8% | -30.7% |
| All | +47.9% | +124.8% | -76.9% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling