-15.9%
CTSH vs GH
+170.3%
-186.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.0% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | +0.4% | -2.6% | +3.0% | +0.5% |
| 3M | +10.6% | +25.1% | -14.5% | +7.8% |
| 6M | -8.8% | +78.5% | -87.3% | -14.9% |
| YTD | -28.6% | +59.4% | -88.0% | -32.6% |
| 1Y | -15.9% | +173.9% | -189.8% | -23.0% |
| All | -15.9% | +170.3% | -186.2% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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