+186.8%
GS vs CTSH
+6.0%
+180.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.6% |
| 7D | -6.3% | +6.4% | -12.8% | -7.4% |
| 30D | -3.1% | +16.3% | -19.4% | -6.2% |
| 3M | -17.7% | +20.0% | -37.6% | -21.1% |
| 6M | -4.6% | +29.9% | -34.5% | -10.3% |
| YTD | +0.3% | -18.4% | +18.7% | +14.6% |
| 1Y | +11.7% | -8.9% | +20.6% | +20.2% |
| All | +186.8% | +6.0% | +180.8% | +178.1% |
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