-13.9%
CTSH vs GNRC
+61.2%
-75.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.8% |
| 7D | -8.2% | +3.2% | -11.4% | -8.3% |
| 30D | +0.4% | -9.5% | +9.9% | +0.6% |
| 3M | +10.6% | -28.5% | +39.1% | +11.3% |
| 6M | -8.8% | -10.0% | +1.2% | -10.9% |
| YTD | -28.6% | +36.7% | -65.4% | -35.4% |
| 1Y | -15.9% | +2.6% | -18.5% | -20.6% |
| All | -13.9% | +61.2% | -75.0% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling