+514.9%
GEV vs CTSH
-9.0%
+523.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -2.0% |
| 7D | +3.7% | -2.1% | +5.9% | +3.4% |
| 30D | -14.7% | +1.4% | -16.1% | -14.5% |
| 3M | -23.4% | +7.5% | -30.9% | -22.7% |
| 6M | -24.3% | +39.6% | -63.9% | -23.3% |
| YTD | +23.2% | -22.3% | +45.5% | +43.8% |
| 1Y | +44.2% | -12.0% | +56.2% | +58.8% |
| All | +514.9% | -9.0% | +523.9% | +526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling