+13,444.1%
GOOG vs CTSH
+987.5%
+12,456.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.3% |
| 7D | -2.1% | -2.7% | +0.6% | -1.2% |
| 30D | -6.8% | +12.4% | -19.2% | -11.0% |
| 3M | -9.1% | +17.4% | -26.5% | -15.6% |
| 6M | +10.7% | -3.1% | +13.8% | +9.5% |
| YTD | +7.1% | -23.6% | +30.6% | +15.2% |
| 1Y | +44.6% | -10.8% | +55.4% | +45.8% |
| 3Y | +147.4% | -8.3% | +155.7% | +144.3% |
| 5Y | +133.8% | -11.3% | +145.1% | +132.4% |
| 10Y | +777.5% | +22.6% | +754.9% | +646.8% |
| All | +13,444.1% | +987.5% | +12,456.7% | +4,608.3% |
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