+123.4%
GOOGL vs CTSH
+2.4%
+121.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.5% |
| 7D | +3.3% | -2.3% | +5.6% | +3.7% |
| 30D | -18.1% | +7.4% | -25.5% | -19.2% |
| 3M | -18.6% | +10.9% | -29.5% | -20.5% |
| 6M | -28.0% | +24.7% | -52.7% | -31.3% |
| YTD | -7.8% | -22.0% | +14.2% | +1.3% |
| 1Y | +3.6% | -11.2% | +14.8% | +8.0% |
| 3Y | +123.4% | +3.9% | +119.5% | +119.7% |
| All | +123.4% | +2.4% | +121.0% | +119.7% |
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