-13.9%
CTSH vs ALM
+347.8%
-361.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.8% | -12.7% | -3.2% |
| 7D | -5.5% | +8.4% | -13.9% | -4.9% |
| 30D | +4.5% | +34.8% | -30.3% | +7.0% |
| 3M | +13.7% | +16.2% | -2.5% | +16.8% |
| 6M | -8.4% | +2.1% | -10.5% | -5.7% |
| YTD | -26.5% | +117.0% | -143.5% | -22.7% |
| 1Y | -13.9% | +313.9% | -327.8% | -9.9% |
| All | -13.9% | +347.8% | -361.7% | -9.9% |
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