-9.1%
CTSH vs GD
+5.1%
-14.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -0.6% | -5.0% | +4.4% | +1.0% |
| 30D | +13.4% | +8.9% | +4.5% | +9.3% |
| 3M | +14.4% | -8.0% | +22.5% | +17.1% |
| 6M | +27.7% | +2.9% | +24.8% | +24.8% |
| YTD | -20.6% | +7.1% | -27.7% | -22.3% |
| 1Y | -9.1% | +5.9% | -15.1% | -10.8% |
| All | -9.1% | +5.1% | -14.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling