+137.7%
GOOGL vs CTSH
-14.2%
+151.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.4% |
| 7D | +1.1% | -5.5% | +6.5% | +3.1% |
| 30D | -4.4% | +4.5% | -8.9% | -6.2% |
| 3M | -6.8% | +13.7% | -20.5% | -12.0% |
| 6M | +13.6% | -8.4% | +22.0% | +17.5% |
| YTD | +8.3% | -26.5% | +34.8% | +23.8% |
| 1Y | +44.9% | -13.9% | +58.9% | +51.4% |
| 3Y | +150.5% | -11.3% | +161.8% | +151.3% |
| 5Y | +137.7% | -14.8% | +152.6% | +139.4% |
| All | +137.7% | -14.2% | +151.9% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling