+493.9%
GLW vs CTSH
+37.6%
+456.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.4% |
| 7D | -13.9% | -0.6% | -13.3% | -13.9% |
| 30D | -35.0% | +13.4% | -48.4% | -38.3% |
| 3M | -32.4% | +14.4% | -46.8% | -37.0% |
| 6M | -41.3% | +27.7% | -69.1% | -49.8% |
| YTD | +21.8% | -20.6% | +42.5% | +30.1% |
| 1Y | +21.8% | -9.1% | +31.0% | +20.0% |
| 3Y | +307.7% | +3.1% | +304.6% | +262.4% |
| 5Y | +213.7% | -11.8% | +225.5% | +197.3% |
| All | +493.9% | +37.6% | +456.2% | +340.3% |
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 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