+135.0%
GOOG vs CTSH
-17.2%
+152.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -2.5% | -9.8% | +7.3% | +1.2% |
| 30D | -3.6% | +0.1% | -3.7% | -3.9% |
| 3M | -6.4% | +13.2% | -19.7% | -11.6% |
| 6M | +7.8% | -6.2% | +14.0% | +10.0% |
| YTD | +5.5% | -28.5% | +34.0% | +21.9% |
| 1Y | +38.3% | -13.8% | +52.0% | +43.6% |
| 3Y | +143.1% | -13.7% | +156.8% | +146.2% |
| 5Y | +135.0% | -16.7% | +151.7% | +137.4% |
| All | +135.0% | -17.2% | +152.2% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling