-10.9%
CTSH vs SFM
+230.0%
-240.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.1% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +12.4% | -4.4% | +16.7% | +13.0% |
| 3M | +17.4% | +1.5% | +15.8% | +16.5% |
| 6M | -3.1% | +6.5% | -9.6% | -5.1% |
| YTD | -23.6% | +2.2% | -25.7% | -24.8% |
| 1Y | -10.8% | -41.9% | +31.1% | -2.6% |
| 3Y | -8.3% | +106.8% | -115.1% | -27.5% |
| All | -10.9% | +230.0% | -240.9% | -36.1% |
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