+30,434.5%
CTSH vs CSGP
+3,520.0%
+26,914.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -1.0% | +1.8% |
| 7D | -0.9% | +18.3% | -19.2% | -6.0% |
| 30D | +13.1% | +17.8% | -4.7% | +7.0% |
| 3M | +17.9% | +9.3% | +8.6% | +14.0% |
| 6M | +28.5% | -7.9% | +36.4% | +30.8% |
| YTD | -19.3% | -51.5% | +32.2% | -0.7% |
| 1Y | -7.6% | -53.3% | +45.7% | +14.8% |
| 3Y | +4.8% | -57.9% | +62.7% | +31.4% |
| 5Y | -9.9% | -61.3% | +51.4% | +13.4% |
| 10Y | +45.0% | +77.5% | -32.5% | +14.5% |
| All | +30,434.5% | +3,520.0% | +26,914.5% | +8,323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling