-14.8%
CTSH vs CG
+9.5%
-24.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.7% | -3.2% |
| 7D | -5.5% | -1.3% | -4.2% | -5.1% |
| 30D | +4.5% | -3.2% | +7.7% | +5.5% |
| 3M | +13.7% | +6.2% | +7.5% | +11.2% |
| 6M | -8.4% | -4.7% | -3.7% | -7.8% |
| YTD | -26.5% | -20.6% | -5.9% | -21.8% |
| 1Y | -13.9% | -26.4% | +12.4% | -6.7% |
| 3Y | -11.3% | +55.4% | -66.7% | -27.4% |
| 5Y | -14.8% | +9.8% | -24.7% | -24.0% |
| All | -14.8% | +9.5% | -24.3% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling