+3.1%
CTSH vs CFG
+168.6%
-165.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | +13.4% | +1.1% | +12.3% | +13.0% |
| 3M | +14.4% | -12.0% | +26.4% | +18.7% |
| 6M | +27.7% | -2.2% | +29.9% | +27.7% |
| YTD | -20.6% | +11.4% | -32.0% | -24.1% |
| 1Y | -9.1% | +27.8% | -37.0% | -17.0% |
| 3Y | +3.1% | +173.3% | -170.2% | -22.3% |
| All | +3.1% | +168.6% | -165.5% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling