+4,173.3%
CTSH vs GRMN
+6,655.2%
-2,481.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.6% | -3.6% |
| 7D | -2.7% | -2.9% | +0.2% | -1.7% |
| 30D | +12.4% | -8.4% | +20.8% | +15.9% |
| 3M | +17.4% | +15.0% | +2.4% | +11.4% |
| 6M | -3.1% | +11.2% | -14.3% | -7.3% |
| YTD | -23.6% | +37.7% | -61.3% | -32.5% |
| 1Y | -10.8% | +18.5% | -29.3% | -17.3% |
| 3Y | -8.3% | +175.8% | -184.1% | -40.2% |
| 5Y | -11.3% | +75.1% | -86.4% | -32.3% |
| 10Y | +22.6% | +637.0% | -614.4% | -44.4% |
| All | +4,173.3% | +6,655.2% | -2,481.9% | +639.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling