+47.1%
GM vs CTSH
-11.6%
+58.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.0% |
| 7D | -2.4% | -3.7% | +1.3% | -1.9% |
| 30D | -1.1% | +3.7% | -4.8% | -1.6% |
| 3M | +6.1% | +17.9% | -11.8% | +4.6% |
| 6M | +15.0% | -2.6% | +17.6% | +19.1% |
| YTD | +6.0% | -26.4% | +32.4% | +19.0% |
| 1Y | +47.1% | -13.0% | +60.1% | +47.7% |
| All | +47.1% | -11.6% | +58.7% | +47.7% |
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