+101.3%
CTSH vs CG
+351.2%
-249.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.1% |
| 7D | -2.7% | -4.3% | +1.6% | -1.3% |
| 30D | +12.4% | -5.1% | +17.4% | +14.1% |
| 3M | +17.4% | +8.7% | +8.7% | +13.8% |
| 6M | -3.1% | -9.2% | +6.2% | -1.0% |
| YTD | -23.6% | -18.9% | -4.7% | -19.3% |
| 1Y | -10.8% | -25.6% | +14.8% | -3.6% |
| 3Y | -8.3% | +57.3% | -65.6% | -24.9% |
| 5Y | -11.3% | +10.2% | -21.5% | -21.6% |
| 10Y | +22.6% | +364.2% | -341.6% | -30.5% |
| All | +101.3% | +351.2% | -249.9% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling