-14.4%
CTSH vs GNRC
-58.7%
+44.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.6% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +3.7% | -15.7% | +19.4% | +5.6% |
| 3M | +17.9% | -27.3% | +45.3% | +21.2% |
| 6M | -2.6% | -12.1% | +9.4% | -3.6% |
| YTD | -26.4% | +37.1% | -63.5% | -33.1% |
| 1Y | -13.0% | -0.5% | -12.6% | -16.8% |
| 3Y | -11.2% | +61.5% | -72.7% | -24.2% |
| All | -14.4% | -58.7% | +44.3% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling