+157.4%
GE vs CTSH
+39.6%
+117.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.2% |
| 7D | +5.4% | +1.8% | +3.5% | +4.5% |
| 30D | +9.6% | +9.8% | -0.2% | +4.6% |
| 3M | -7.7% | +12.1% | -19.8% | -13.6% |
| 6M | +14.0% | +27.4% | -13.4% | -1.2% |
| YTD | +10.2% | -20.3% | +30.4% | +17.6% |
| 1Y | +8.9% | -8.8% | +17.7% | +8.2% |
| 3Y | +273.7% | +4.0% | +269.6% | +239.4% |
| 5Y | +410.2% | -12.2% | +422.4% | +396.3% |
| 10Y | +157.4% | +38.7% | +118.7% | +99.4% |
| All | +157.4% | +39.6% | +117.8% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling