+22.2%
CTSH vs GNRC
+448.8%
-426.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +3.7% | -15.7% | +19.4% | +6.8% |
| 3M | +17.9% | -27.3% | +45.3% | +23.5% |
| 6M | -2.6% | -12.1% | +9.4% | -3.5% |
| YTD | -26.4% | +37.1% | -63.5% | -35.1% |
| 1Y | -13.0% | -0.5% | -12.6% | -17.9% |
| 3Y | -11.2% | +61.5% | -72.7% | -28.3% |
| 5Y | -14.3% | -58.6% | +44.3% | -6.2% |
| All | +22.2% | +448.8% | -426.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling