+21.0%
CTSH vs GAP
+28.3%
-7.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.0% |
| 7D | -8.2% | -3.2% | -5.0% | -7.6% |
| 30D | +0.4% | -0.7% | +1.1% | +0.3% |
| 3M | +10.6% | -0.5% | +11.1% | +10.3% |
| 6M | -8.8% | -5.0% | -3.8% | -9.0% |
| YTD | -28.6% | -14.7% | -13.9% | -27.5% |
| 1Y | -15.9% | -8.6% | -7.3% | -16.0% |
| 3Y | -13.9% | +108.4% | -122.2% | -31.7% |
| 5Y | -17.1% | +5.8% | -22.9% | -28.3% |
| 10Y | +21.0% | +29.6% | -8.6% | -16.1% |
| All | +21.0% | +28.3% | -7.3% | -16.1% |
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