+78.9%
INFY vs CG
+314.7%
-235.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | -5.4% | -9.9% | +4.5% | -2.5% |
| 30D | -9.9% | -11.7% | +1.8% | -6.7% |
| 3M | -4.6% | -4.3% | -0.3% | -3.7% |
| 6M | -18.5% | -8.8% | -9.7% | -16.8% |
| YTD | -36.5% | -26.9% | -9.7% | -31.3% |
| 1Y | -32.8% | -35.4% | +2.7% | -24.9% |
| 3Y | -32.2% | +43.0% | -75.2% | -42.0% |
| 5Y | -44.7% | +1.9% | -46.6% | -49.6% |
| All | +78.9% | +314.7% | -235.8% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling