+238.7%
GM vs CTSH
+116.1%
+122.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -0.4% |
| 7D | +0.4% | -5.5% | +5.9% | +3.0% |
| 30D | -1.8% | +4.5% | -6.4% | -4.1% |
| 3M | +2.6% | +13.7% | -11.1% | -5.3% |
| 6M | +14.6% | -8.4% | +22.9% | +16.4% |
| YTD | +6.2% | -26.5% | +32.7% | +19.3% |
| 1Y | +48.7% | -13.9% | +62.6% | +53.6% |
| 3Y | +168.3% | -11.3% | +179.7% | +169.1% |
| 5Y | +82.8% | -14.8% | +97.6% | +84.7% |
| 10Y | +226.2% | +22.5% | +203.7% | +167.8% |
| All | +238.7% | +116.1% | +122.6% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling