-12.1%
CTSH vs SFM
-34.4%
+22.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | +3.9% | -19.2% | +23.2% | +6.7% |
| 3M | +10.2% | -40.3% | +50.5% | +14.8% |
| 6M | +35.3% | -40.9% | +76.2% | +40.4% |
| YTD | -21.8% | -35.5% | +13.7% | -17.0% |
| 1Y | -12.1% | -37.4% | +25.3% | -6.3% |
| All | -12.1% | -34.4% | +22.3% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling