+627.7%
GEV vs CTSH
-16.4%
+644.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.3% |
| 7D | +3.2% | -8.2% | +11.4% | +2.5% |
| 30D | -4.0% | +0.4% | -4.4% | -3.9% |
| 3M | +3.4% | +10.6% | -7.2% | +6.6% |
| 6M | +14.7% | -8.8% | +23.5% | +23.4% |
| YTD | +45.8% | -28.6% | +74.4% | +68.7% |
| 1Y | +57.4% | -15.9% | +73.3% | +68.0% |
| All | +627.7% | -16.4% | +644.1% | +634.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling