+21.0%
CTSH vs CG
+324.5%
-303.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -1.5% |
| 7D | -8.2% | -6.4% | -1.8% | -6.1% |
| 30D | +0.4% | -7.1% | +7.5% | +2.8% |
| 3M | +10.6% | -1.6% | +12.2% | +10.7% |
| 6M | -8.8% | -8.3% | -0.5% | -7.0% |
| YTD | -28.6% | -23.8% | -4.8% | -22.7% |
| 1Y | -15.9% | -28.7% | +12.8% | -7.4% |
| 3Y | -13.9% | +49.2% | -63.0% | -29.5% |
| 5Y | -17.1% | +5.5% | -22.6% | -26.4% |
| 10Y | +21.0% | +331.2% | -310.2% | -26.8% |
| All | +21.0% | +324.5% | -303.5% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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