-7.3%
CTSH vs CSGP
-61.9%
+54.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.7% |
| 7D | -2.7% | -4.1% | +1.4% | -1.2% |
| 30D | +12.4% | +2.3% | +10.0% | +11.2% |
| 3M | +17.4% | -8.2% | +25.5% | +20.1% |
| 6M | -3.1% | -35.1% | +32.0% | +10.6% |
| YTD | -23.6% | -54.0% | +30.5% | -3.8% |
| 1Y | -10.8% | -65.3% | +54.5% | +21.1% |
| All | -7.3% | -61.9% | +54.6% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling