+162.4%
GE vs CTSH
+39.1%
+123.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.5% |
| 7D | +6.3% | -2.3% | +8.5% | +7.1% |
| 30D | +8.9% | +7.4% | +1.4% | +4.8% |
| 3M | -9.2% | +10.9% | -20.1% | -14.6% |
| 6M | +13.2% | +24.7% | -11.4% | -1.1% |
| YTD | +9.4% | -22.0% | +31.4% | +17.8% |
| 1Y | +9.8% | -11.2% | +20.9% | +10.3% |
| 3Y | +278.2% | +3.9% | +274.3% | +242.8% |
| 5Y | +396.0% | -13.9% | +410.0% | +386.1% |
| 10Y | +162.4% | +37.8% | +124.6% | +104.0% |
| All | +162.4% | +39.1% | +123.3% | +104.0% |
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