+172.1%
INFY vs CG
+323.7%
-151.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.7% |
| 7D | -8.7% | -6.4% | -2.3% | -7.0% |
| 30D | -13.0% | -7.1% | -5.9% | -11.3% |
| 3M | -8.8% | -1.6% | -7.2% | -8.7% |
| 6M | -22.6% | -8.3% | -14.2% | -21.1% |
| YTD | -37.3% | -23.8% | -13.5% | -33.1% |
| 1Y | -33.4% | -28.7% | -4.6% | -27.8% |
| 3Y | -32.3% | +49.2% | -81.5% | -42.2% |
| 5Y | -45.2% | +5.5% | -50.7% | -50.3% |
| 10Y | +80.0% | +331.2% | -251.2% | +9.6% |
| All | +172.1% | +323.7% | -151.6% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling