+103.2%
GLD vs CTSH
+3.1%
+100.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.9% |
| 7D | +4.7% | -0.6% | +5.3% | +4.7% |
| 30D | -0.9% | +13.4% | -14.3% | -0.6% |
| 3M | -4.4% | +14.4% | -18.8% | -4.0% |
| 6M | -13.6% | +27.7% | -41.3% | -12.7% |
| YTD | -6.0% | -20.6% | +14.6% | -7.0% |
| 1Y | +1.8% | -9.1% | +10.9% | +0.7% |
| 3Y | +103.2% | +3.1% | +100.1% | +99.0% |
| All | +103.2% | +3.1% | +100.0% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling