-10.8%
CTSH vs ALM
+318.3%
-329.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.7% |
| 7D | -2.7% | -2.6% | -0.1% | -2.9% |
| 30D | +12.4% | +32.0% | -19.6% | +14.8% |
| 3M | +17.4% | -15.0% | +32.4% | +19.3% |
| 6M | -3.1% | -10.1% | +7.1% | -1.0% |
| YTD | -23.6% | +99.4% | -123.0% | -20.0% |
| 1Y | -10.8% | +316.4% | -327.2% | -5.1% |
| All | -10.8% | +318.3% | -329.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling