-11.3%
CTSH vs GRMN
+182.7%
-194.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -5.5% | +0.2% | -5.7% | -5.5% |
| 30D | +4.5% | -11.3% | +15.8% | +7.8% |
| 3M | +13.7% | +17.7% | -4.0% | +9.2% |
| 6M | -8.4% | +14.2% | -22.6% | -11.6% |
| YTD | -26.5% | +37.0% | -63.5% | -31.9% |
| 1Y | -13.9% | +17.0% | -30.9% | -18.2% |
| 3Y | -11.3% | +183.2% | -194.5% | -29.4% |
| All | -11.3% | +182.7% | -194.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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