-13.9%
CTSH vs SFM
-45.2%
+31.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -3.6% |
| 7D | -5.5% | -5.8% | +0.3% | -5.3% |
| 30D | +4.5% | -11.4% | +15.9% | +4.8% |
| 3M | +13.7% | -12.2% | +25.9% | +13.8% |
| 6M | -8.4% | -5.2% | -3.2% | -8.1% |
| YTD | -26.5% | -4.5% | -22.0% | -26.0% |
| 1Y | -13.9% | -45.4% | +31.5% | -4.9% |
| All | -13.9% | -45.2% | +31.3% | -4.9% |
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