+518.8%
GEV vs CTSH
-7.5%
+526.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.3% |
| 7D | -3.0% | -2.1% | -0.9% | -3.2% |
| 30D | -18.9% | +8.0% | -26.8% | -18.1% |
| 3M | -20.1% | +10.6% | -30.7% | -19.1% |
| 6M | -24.6% | +32.5% | -57.1% | -22.3% |
| YTD | +24.0% | -21.0% | +44.9% | +45.1% |
| 1Y | +40.6% | -9.9% | +50.6% | +54.8% |
| All | +518.8% | -7.5% | +526.2% | +531.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling