+211.8%
GLD vs CTSH
+37.5%
+174.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.1% |
| 7D | -2.0% | -2.1% | +0.1% | -1.9% |
| 30D | -4.4% | +8.0% | -12.4% | -4.6% |
| 3M | -8.9% | +10.6% | -19.5% | -9.1% |
| 6M | -16.0% | +32.5% | -48.5% | -16.4% |
| YTD | -7.9% | -21.0% | +13.1% | -7.5% |
| 1Y | -3.9% | -9.9% | +6.0% | -3.9% |
| 3Y | +103.4% | +3.1% | +100.3% | +102.0% |
| 5Y | +109.7% | -13.4% | +123.1% | +108.2% |
| 10Y | +211.8% | +37.1% | +174.7% | +199.9% |
| All | +211.8% | +37.5% | +174.3% | +199.9% |
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