+667.7%
GOOGL vs CTSH
+37.5%
+630.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +1.6% | -2.1% | +3.6% | +2.4% |
| 30D | -16.8% | +8.0% | -24.8% | -19.8% |
| 3M | -14.6% | +10.6% | -25.2% | -19.2% |
| 6M | -24.4% | +32.5% | -56.9% | -35.3% |
| YTD | -6.1% | -21.0% | +14.9% | +1.7% |
| 1Y | +1.0% | -9.9% | +10.9% | +2.0% |
| 3Y | +123.4% | +3.1% | +120.3% | +105.6% |
| 5Y | +103.2% | -13.4% | +116.6% | +102.1% |
| 10Y | +667.7% | +37.1% | +630.6% | +525.0% |
| All | +667.7% | +37.5% | +630.2% | +525.0% |
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