-10.9%
CTSH vs GD
+97.9%
-108.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.8% |
| 7D | -2.7% | -5.3% | +2.6% | -0.4% |
| 30D | +12.4% | -6.4% | +18.8% | +15.6% |
| 3M | +17.4% | +5.7% | +11.7% | +14.2% |
| 6M | -3.1% | -0.9% | -2.1% | -3.0% |
| YTD | -23.6% | +8.2% | -31.7% | -26.7% |
| 1Y | -10.8% | +13.4% | -24.3% | -16.4% |
| 3Y | -8.3% | +68.5% | -76.8% | -29.3% |
| All | -10.9% | +97.9% | -108.9% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling