+769.5%
GLW vs CTSH
+21.9%
+747.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.6% | +9.3% | +6.9% |
| 7D | +3.8% | -2.7% | +6.5% | +4.6% |
| 30D | -1.3% | +12.4% | -13.7% | -5.9% |
| 3M | -21.8% | +17.4% | -39.2% | -28.2% |
| 6M | +6.9% | -3.1% | +10.0% | +5.3% |
| YTD | +77.2% | -23.6% | +100.7% | +94.2% |
| 1Y | +123.2% | -10.8% | +134.1% | +123.3% |
| 3Y | +400.0% | -8.3% | +408.3% | +381.7% |
| 5Y | +342.8% | -11.3% | +354.1% | +322.1% |
| All | +769.5% | +21.9% | +747.6% | +582.2% |
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