+150.5%
GOOGL vs CTSH
-11.4%
+161.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.8% |
| 7D | +1.1% | -5.5% | +6.5% | +2.2% |
| 30D | -4.4% | +4.5% | -8.9% | -5.4% |
| 3M | -6.8% | +13.7% | -20.5% | -9.3% |
| 6M | +13.6% | -8.4% | +22.0% | +17.9% |
| YTD | +8.3% | -26.5% | +34.8% | +21.2% |
| 1Y | +44.9% | -13.9% | +58.9% | +51.4% |
| 3Y | +150.5% | -11.3% | +161.8% | +162.6% |
| All | +150.5% | -11.4% | +161.8% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling