+38.7%
CTSH vs GAP
+12.0%
+26.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +1.8% | -0.1% | +1.9% | +1.7% |
| 30D | +9.8% | -5.4% | +15.2% | +10.8% |
| 3M | +12.1% | +2.9% | +9.2% | +10.8% |
| 6M | +27.4% | -4.4% | +31.8% | +27.0% |
| YTD | -20.3% | -11.6% | -8.7% | -19.8% |
| 1Y | -8.8% | -6.0% | -2.8% | -9.4% |
| 3Y | +4.0% | +78.0% | -73.9% | -14.9% |
| 5Y | -12.2% | +8.5% | -20.7% | -24.6% |
| 10Y | +38.7% | +8.6% | +30.1% | -7.7% |
| All | +38.7% | +12.0% | +26.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling