+132.0%
GLW vs CTSH
-14.6%
+146.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.8% | +11.4% | +5.0% |
| 7D | +14.0% | -5.5% | +19.5% | +10.1% |
| 30D | +0.4% | +4.5% | -4.2% | +4.4% |
| 3M | -11.3% | +13.7% | -25.1% | +7.2% |
| 6M | +35.1% | -8.4% | +43.5% | +59.5% |
| YTD | +90.5% | -26.5% | +117.0% | +127.4% |
| 1Y | +132.0% | -13.9% | +146.0% | +160.8% |
| All | +132.0% | -14.6% | +146.6% | +160.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling