+746.7%
GOOGL vs CTSH
+18.6%
+728.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.1% |
| 7D | -1.9% | -8.2% | +6.3% | +1.7% |
| 30D | -7.5% | +0.4% | -7.9% | -7.9% |
| 3M | -9.2% | +10.6% | -19.7% | -14.3% |
| 6M | +8.1% | -8.8% | +16.9% | +10.4% |
| YTD | +5.8% | -28.6% | +34.5% | +20.3% |
| 1Y | +38.3% | -15.9% | +54.3% | +44.1% |
| 3Y | +144.8% | -13.9% | +158.6% | +147.9% |
| 5Y | +132.5% | -17.1% | +149.6% | +136.9% |
| 10Y | +746.7% | +21.0% | +725.7% | +647.2% |
| All | +746.7% | +18.6% | +728.1% | +647.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling