+28,823.7%
CTSH vs CSGP
+3,334.4%
+25,489.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.9% |
| 7D | -2.7% | -4.1% | +1.4% | -1.4% |
| 30D | +12.4% | +2.3% | +10.0% | +11.4% |
| 3M | +17.4% | -8.2% | +25.5% | +20.2% |
| 6M | -3.1% | -35.1% | +32.0% | +10.1% |
| YTD | -23.6% | -54.0% | +30.5% | -4.0% |
| 1Y | -10.8% | -65.3% | +54.5% | +21.4% |
| 3Y | -8.3% | -62.6% | +54.3% | +19.6% |
| 5Y | -11.3% | -64.8% | +53.5% | +15.2% |
| 10Y | +22.6% | +45.1% | -22.5% | +2.8% |
| All | +28,823.7% | +3,334.4% | +25,489.3% | +8,044.5% |
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