-11.3%
CTSH vs GH
+355.8%
-367.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.8% |
| 7D | -5.5% | -2.1% | -3.4% | -5.3% |
| 30D | +4.5% | -4.5% | +9.0% | +4.8% |
| 3M | +13.7% | +28.9% | -15.2% | +10.7% |
| 6M | -8.4% | +76.5% | -84.9% | -13.8% |
| YTD | -26.5% | +57.6% | -84.1% | -30.2% |
| 1Y | -13.9% | +167.5% | -181.5% | -22.3% |
| 3Y | -11.3% | +377.4% | -388.7% | -26.7% |
| All | -11.3% | +355.8% | -367.1% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling