-11.3%
CTSH vs GFS
-20.2%
+8.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.8% |
| 7D | -5.5% | +2.6% | -8.1% | -5.6% |
| 30D | +4.5% | -16.4% | +20.9% | +5.4% |
| 3M | +13.7% | -41.6% | +55.3% | +17.3% |
| 6M | -8.4% | -3.7% | -4.7% | -14.1% |
| YTD | -26.5% | +29.3% | -55.8% | -36.1% |
| 1Y | -13.9% | +37.1% | -51.1% | -26.5% |
| 3Y | -11.3% | -22.1% | +10.8% | -19.2% |
| All | -11.3% | -20.2% | +8.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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