+39.6%
CTSH vs CSGP
+71.3%
-31.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.8% |
| 7D | +6.4% | +13.9% | -7.5% | +0.9% |
| 30D | +16.3% | +16.0% | +0.3% | +8.8% |
| 3M | +20.0% | +6.1% | +13.9% | +16.1% |
| 6M | +29.9% | -8.2% | +38.1% | +32.6% |
| YTD | -18.4% | -52.3% | +34.0% | +6.5% |
| 1Y | -8.9% | -54.5% | +45.6% | +20.8% |
| 3Y | +6.0% | -58.6% | +64.6% | +40.6% |
| 5Y | -9.3% | -61.5% | +52.2% | +20.5% |
| All | +39.6% | +71.3% | -31.8% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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