+34.8%
CTSH vs SFM
+140.2%
-105.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.8% |
| 7D | -2.1% | +6.0% | -8.2% | -3.0% |
| 30D | +1.4% | -19.5% | +20.8% | +4.2% |
| 3M | +7.5% | -37.0% | +44.5% | +14.1% |
| 6M | +39.6% | -41.0% | +80.6% | +49.1% |
| YTD | -22.3% | -34.6% | +12.3% | -18.6% |
| 1Y | -12.0% | -36.3% | +24.3% | -7.5% |
| 3Y | +1.8% | +24.5% | -22.7% | -5.7% |
| 5Y | -15.8% | +115.9% | -131.7% | -28.6% |
| All | +34.8% | +140.2% | -105.4% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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