+147.8%
GE vs CTSH
+21.4%
+126.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.8% | -9.8% | +7.0% | +1.3% |
| 30D | -11.9% | +0.1% | -12.0% | -12.4% |
| 3M | +1.8% | +13.2% | -11.4% | -5.4% |
| 6M | -0.6% | -6.2% | +5.6% | -0.3% |
| YTD | +5.5% | -28.5% | +34.0% | +19.0% |
| 1Y | +15.0% | -13.8% | +28.7% | +17.2% |
| 3Y | +269.5% | -13.7% | +283.2% | +271.1% |
| 5Y | +422.4% | -16.7% | +439.1% | +423.0% |
| All | +147.8% | +21.4% | +126.5% | +103.5% |
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