-11.3%
CTSH vs GME
+4.1%
-15.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.8% |
| 7D | -5.5% | +0.4% | -5.9% | -5.5% |
| 30D | +4.5% | -1.4% | +5.9% | +4.5% |
| 3M | +13.7% | -15.1% | +28.9% | +14.1% |
| 6M | -8.4% | -22.5% | +14.1% | -7.9% |
| YTD | -26.5% | -5.9% | -20.6% | -26.4% |
| 1Y | -13.9% | -18.6% | +4.7% | -13.6% |
| 3Y | -11.3% | +6.7% | -18.0% | -13.0% |
| All | -11.3% | +4.1% | -15.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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