+339.2%
GLW vs CTSH
+1.7%
+337.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.5% |
| 7D | +7.7% | -2.1% | +9.9% | +7.1% |
| 30D | -18.8% | +1.4% | -20.2% | -18.0% |
| 3M | -27.7% | +7.5% | -35.2% | -25.0% |
| 6M | -44.4% | +39.6% | -84.0% | -37.8% |
| YTD | +31.3% | -22.3% | +53.6% | +63.9% |
| 1Y | +40.0% | -12.0% | +52.0% | +66.0% |
| 3Y | +339.2% | +1.8% | +337.4% | +385.0% |
| All | +339.2% | +1.7% | +337.6% | +385.0% |
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