+19.7%
GS vs CTSH
-7.5%
+27.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +3.7% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | +3.9% | +13.1% | -9.2% | +4.3% |
| 3M | -11.4% | +17.9% | -29.3% | -10.7% |
| 6M | +3.7% | +28.5% | -24.8% | +6.7% |
| YTD | +7.1% | -19.3% | +26.4% | +19.5% |
| 1Y | +19.7% | -7.6% | +27.3% | +26.2% |
| All | +19.7% | -7.5% | +27.1% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling