+164.6%
GM vs CTSH
-14.2%
+178.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.6% |
| 7D | -1.1% | -8.2% | +7.1% | +1.2% |
| 30D | -4.6% | +0.4% | -5.0% | -4.8% |
| 3M | +0.2% | +10.6% | -10.4% | -2.4% |
| 6M | +12.6% | -8.8% | +21.4% | +17.9% |
| YTD | +3.7% | -28.6% | +32.3% | +19.8% |
| 1Y | +45.6% | -15.9% | +61.6% | +54.8% |
| All | +164.6% | -14.2% | +178.9% | +157.9% |
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