+37.1%
CTSH vs SIMO
+453.3%
-416.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.5% | -1.3% |
| 7D | -2.1% | +0.9% | -3.0% | -2.2% |
| 30D | +8.0% | -25.4% | +33.4% | +9.1% |
| 3M | +10.6% | -17.8% | +28.3% | +10.1% |
| 6M | +32.5% | -29.6% | +62.1% | +30.7% |
| YTD | -21.0% | +100.3% | -121.3% | -34.6% |
| 1Y | -9.9% | +100.4% | -110.3% | -25.6% |
| 3Y | +3.1% | +246.1% | -242.9% | -24.3% |
| 5Y | -13.4% | +189.8% | -203.2% | -37.2% |
| 10Y | +37.1% | +434.6% | -397.5% | -19.6% |
| All | +37.1% | +453.3% | -416.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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