-9.3%
CTSH vs CSGP
-62.1%
+52.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.8% |
| 7D | +6.4% | +13.9% | -7.5% | +1.2% |
| 30D | +16.3% | +16.0% | +0.3% | +9.2% |
| 3M | +20.0% | +6.1% | +13.9% | +16.3% |
| 6M | +29.9% | -8.2% | +38.1% | +32.2% |
| YTD | -18.4% | -52.3% | +34.0% | +3.4% |
| 1Y | -8.9% | -54.5% | +45.6% | +17.0% |
| 3Y | +6.0% | -58.6% | +64.6% | +35.9% |
| 5Y | -9.3% | -61.5% | +52.2% | +22.6% |
| All | -9.3% | -62.1% | +52.8% | +22.6% |
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