+1.6%
PG vs CTSH
-11.6%
+13.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.4% |
| 7D | -0.8% | -3.7% | +2.9% | -0.5% |
| 30D | +0.8% | +3.7% | -2.9% | +0.5% |
| 3M | -1.3% | +17.9% | -19.3% | -3.2% |
| 6M | -3.8% | -2.6% | -1.2% | -4.6% |
| YTD | +3.6% | -26.4% | +30.0% | +5.6% |
| 1Y | -5.7% | -13.0% | +7.3% | -6.1% |
| 3Y | +1.6% | -11.2% | +12.8% | +4.1% |
| All | +1.6% | -11.6% | +13.2% | +4.1% |
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