+38.7%
CTSH vs SIMO
+395.4%
-356.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.3% |
| 7D | +1.8% | -16.0% | +17.9% | +2.5% |
| 30D | +9.8% | -35.8% | +45.6% | +11.9% |
| 3M | +12.1% | -26.5% | +38.6% | +12.3% |
| 6M | +27.4% | -33.0% | +60.4% | +25.5% |
| YTD | -20.3% | +84.3% | -104.6% | -33.8% |
| 1Y | -8.8% | +82.0% | -90.8% | -24.2% |
| 3Y | +4.0% | +218.5% | -214.4% | -23.3% |
| 5Y | -12.2% | +175.0% | -187.2% | -36.5% |
| 10Y | +38.7% | +407.5% | -368.8% | -18.2% |
| All | +38.7% | +395.4% | -356.7% | -18.2% |
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