-14.8%
CTSH vs GRMN
+76.7%
-91.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.8% |
| 3M | +13.7% | +17.7% | -4.0% | +7.5% |
| 6M | -8.4% | +14.2% | -22.6% | -12.8% |
| YTD | -26.5% | +37.0% | -63.5% | -34.3% |
| 1Y | -13.9% | +17.0% | -30.9% | -19.6% |
| 3Y | -11.3% | +183.2% | -194.5% | -45.7% |
| 5Y | -14.8% | +77.3% | -92.1% | -41.7% |
| All | -14.8% | +76.7% | -91.5% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling