+11,715.7%
GOOG vs CTSH
+1,005.4%
+10,710.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | +3.0% | -2.1% | +5.2% | +3.8% |
| 30D | -14.9% | +1.4% | -16.3% | -15.6% |
| 3M | -14.9% | +7.5% | -22.3% | -18.0% |
| 6M | -26.6% | +39.6% | -66.2% | -37.1% |
| YTD | -6.6% | -22.3% | +15.7% | -0.9% |
| 1Y | +5.1% | -12.0% | +17.0% | +6.0% |
| 3Y | +121.0% | +1.8% | +119.2% | +107.7% |
| 5Y | +97.3% | -15.8% | +113.2% | +98.4% |
| 10Y | +683.2% | +34.8% | +648.4% | +543.6% |
| All | +11,715.7% | +1,005.4% | +10,710.3% | +3,949.6% |
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