+212.2%
GLD vs CTSH
+39.1%
+173.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +1.9% |
| 7D | +4.9% | -2.3% | +7.2% | +5.0% |
| 30D | -1.3% | +7.4% | -8.7% | -1.5% |
| 3M | -4.8% | +10.9% | -15.7% | -4.9% |
| 6M | -12.5% | +24.7% | -37.2% | -12.8% |
| YTD | -4.2% | -22.0% | +17.8% | -3.8% |
| 1Y | +3.0% | -11.2% | +14.2% | +3.1% |
| 3Y | +109.1% | +3.9% | +105.3% | +107.6% |
| 5Y | +121.6% | -13.9% | +135.5% | +119.9% |
| 10Y | +212.2% | +37.8% | +174.4% | +200.6% |
| All | +212.2% | +39.1% | +173.1% | +200.6% |
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