-15.8%
CTSH vs CFG
+61.7%
-77.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | -2.1% | +3.2% | -5.3% | -3.2% |
| 30D | +1.4% | +5.1% | -3.7% | -0.3% |
| 3M | +7.5% | -11.2% | +18.7% | +11.5% |
| 6M | +39.6% | +9.6% | +30.0% | +34.4% |
| YTD | -22.3% | +15.0% | -37.3% | -26.6% |
| 1Y | -12.0% | +29.9% | -41.8% | -20.2% |
| 3Y | +1.8% | +192.1% | -190.3% | -31.5% |
| All | -15.8% | +61.7% | -77.5% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling