+3.1%
CTSH vs SIMO
+214.6%
-211.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -2.4% |
| 7D | -0.6% | -22.0% | +21.4% | -2.2% |
| 30D | +13.4% | -43.0% | +56.5% | +9.8% |
| 3M | +14.4% | -39.1% | +53.6% | +11.6% |
| 6M | +27.7% | -33.3% | +61.0% | +23.3% |
| YTD | -20.6% | +77.0% | -97.6% | -32.4% |
| 1Y | -9.1% | +73.0% | -82.1% | -22.4% |
| 3Y | +3.1% | +215.7% | -212.6% | -25.1% |
| All | +3.1% | +214.6% | -211.5% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling