-23.6%
GEV vs CTSH
+30.0%
-53.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +0.7% |
| 7D | +6.2% | -4.2% | +10.4% | +3.9% |
| 30D | -18.4% | +3.9% | -22.4% | -15.9% |
| 3M | -21.2% | +10.2% | -31.4% | -15.7% |
| 6M | -23.6% | +35.3% | -58.9% | -7.2% |
| All | -23.6% | +30.0% | -53.6% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling