+183.4%
CTSH vs GNRC
+2,077.0%
-1,893.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.5% |
| 7D | -8.2% | +3.2% | -11.4% | -8.8% |
| 30D | +0.4% | -9.5% | +9.9% | +2.2% |
| 3M | +10.6% | -28.5% | +39.1% | +16.5% |
| 6M | -8.8% | -10.0% | +1.2% | -9.9% |
| YTD | -28.6% | +36.7% | -65.4% | -36.9% |
| 1Y | -15.9% | +2.6% | -18.5% | -21.1% |
| 3Y | -13.9% | +61.9% | -75.8% | -30.2% |
| 5Y | -17.1% | -59.0% | +41.9% | -11.9% |
| 10Y | +21.0% | +444.8% | -423.8% | -38.9% |
| All | +183.4% | +2,077.0% | -1,893.5% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling