-15.8%
CTSH vs ALM
+410.2%
-426.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.4% | -0.6% |
| 7D | -2.1% | +1.2% | -3.4% | -2.1% |
| 30D | +1.4% | -19.3% | +20.7% | +1.3% |
| 3M | +7.5% | -40.6% | +48.1% | +7.3% |
| 6M | +39.6% | -57.9% | +97.5% | +40.0% |
| YTD | -22.3% | -6.7% | -15.6% | -23.7% |
| 1Y | -12.0% | +20.2% | -32.1% | -14.2% |
| 3Y | +1.8% | +879.4% | -877.6% | -8.8% |
| All | -15.8% | +410.2% | -426.0% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling