+542.4%
GLW vs CTSH
+39.1%
+503.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.7% | +11.0% | +9.8% |
| 7D | -5.9% | -2.3% | -3.6% | -5.4% |
| 30D | -26.0% | +7.4% | -33.4% | -28.4% |
| 3M | -29.9% | +10.9% | -40.8% | -34.1% |
| 6M | -37.8% | +24.7% | -62.4% | -46.3% |
| YTD | +33.1% | -22.0% | +55.1% | +42.8% |
| 1Y | +36.8% | -11.2% | +48.0% | +35.9% |
| 3Y | +356.1% | +3.9% | +352.2% | +301.1% |
| 5Y | +243.8% | -13.9% | +257.7% | +229.0% |
| 10Y | +542.4% | +37.8% | +504.6% | +376.3% |
| All | +542.4% | +39.1% | +503.3% | +376.3% |
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