+581.3%
PG vs CTSH
+32,929.6%
-32,348.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.2% |
| 7D | -0.4% | -5.5% | +5.0% | +0.1% |
| 30D | -0.1% | +4.5% | -4.7% | -0.6% |
| 3M | +1.1% | +13.7% | -12.7% | -0.4% |
| 6M | -3.8% | -8.4% | +4.6% | -3.5% |
| YTD | +3.8% | -26.5% | +30.3% | +6.1% |
| 1Y | -5.8% | -13.9% | +8.2% | -5.2% |
| 3Y | +3.0% | -11.3% | +14.3% | +3.0% |
| 5Y | +14.5% | -14.8% | +29.3% | +14.2% |
| 10Y | +117.8% | +22.5% | +95.2% | +108.2% |
| All | +581.3% | +32,929.6% | -32,348.3% | +372.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling