-11.2%
CTSH vs GDDY
+30.8%
-42.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.3% |
| 7D | -3.7% | -3.2% | -0.5% | -2.7% |
| 30D | +3.7% | +6.8% | -3.1% | +1.2% |
| 3M | +17.9% | +30.5% | -12.5% | +6.4% |
| 6M | -2.6% | +13.3% | -16.0% | -8.1% |
| YTD | -26.4% | -21.0% | -5.4% | -23.4% |
| 1Y | -13.0% | -34.0% | +21.0% | -5.0% |
| 3Y | -11.2% | +33.1% | -44.3% | -21.7% |
| All | -11.2% | +30.8% | -42.0% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling