+22.5%
CTSH vs CFG
+313.6%
-291.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.5% |
| 7D | -5.5% | +2.7% | -8.2% | -6.3% |
| 30D | +4.5% | -3.7% | +8.2% | +5.7% |
| 3M | +13.7% | +9.5% | +4.3% | +9.9% |
| 6M | -8.4% | +22.2% | -30.6% | -15.0% |
| YTD | -26.5% | +22.3% | -48.8% | -31.9% |
| 1Y | -13.9% | +39.4% | -53.4% | -23.7% |
| 3Y | -11.3% | +188.5% | -199.8% | -40.1% |
| 5Y | -14.8% | +101.5% | -116.4% | -36.5% |
| 10Y | +22.5% | +308.6% | -286.1% | -21.0% |
| All | +22.5% | +313.6% | -291.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling