-12.1%
CTSH vs SFM
+105.4%
-117.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.8% | +2.1% | -1.9% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +13.4% | -24.8% | +38.2% | +18.8% |
| 3M | +14.4% | -43.7% | +58.1% | +25.5% |
| 6M | +27.7% | -37.3% | +65.0% | +36.8% |
| YTD | -20.6% | -38.4% | +17.8% | -15.2% |
| 1Y | -9.1% | -36.9% | +27.8% | -3.4% |
| 3Y | +3.1% | +20.7% | -17.6% | -11.4% |
| All | -12.1% | +105.4% | -117.4% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling