+526.6%
GEV vs CTSH
-8.4%
+535.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.1% |
| 7D | +6.2% | -4.2% | +10.4% | +5.6% |
| 30D | -18.4% | +3.9% | -22.4% | -18.0% |
| 3M | -21.2% | +10.2% | -31.4% | -20.4% |
| 6M | -23.6% | +35.3% | -58.9% | -21.9% |
| YTD | +25.5% | -21.8% | +47.3% | +46.7% |
| 1Y | +42.6% | -12.1% | +54.7% | +57.8% |
| All | +526.6% | -8.4% | +535.0% | +538.9% |
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