+58.3%
CTSH vs CFG
+396.4%
-338.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | +1.5% | -4.2% | -3.2% |
| 30D | +12.4% | -3.8% | +16.2% | +13.7% |
| 3M | +17.4% | +11.5% | +5.9% | +12.6% |
| 6M | -3.1% | +19.2% | -22.3% | -9.5% |
| YTD | -23.6% | +23.7% | -47.3% | -29.6% |
| 1Y | -10.8% | +38.8% | -49.7% | -21.2% |
| 3Y | -8.3% | +178.9% | -187.2% | -38.1% |
| 5Y | -11.3% | +101.8% | -113.1% | -34.6% |
| 10Y | +22.6% | +317.3% | -294.7% | -40.2% |
| All | +58.3% | +396.4% | -338.0% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling