-12.1%
CTSH vs CSGP
-63.4%
+51.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +1.9% | -1.0% |
| 7D | -0.6% | +1.3% | -1.9% | -1.2% |
| 30D | +13.4% | +10.7% | +2.7% | +8.4% |
| 3M | +14.4% | +3.3% | +11.2% | +12.1% |
| 6M | +27.7% | -10.3% | +38.1% | +31.2% |
| YTD | -20.6% | -54.6% | +34.0% | +2.4% |
| 1Y | -9.1% | -54.6% | +45.5% | +17.1% |
| 3Y | +3.1% | -60.3% | +63.4% | +34.3% |
| All | -12.1% | -63.4% | +51.4% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling