-12.1%
CTSH vs SIMO
+154.7%
-166.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -2.6% |
| 7D | -0.6% | -22.0% | +21.4% | -1.3% |
| 30D | +13.4% | -43.0% | +56.5% | +12.0% |
| 3M | +14.4% | -39.1% | +53.6% | +13.2% |
| 6M | +27.7% | -33.3% | +61.0% | +24.6% |
| YTD | -20.6% | +77.0% | -97.6% | -30.2% |
| 1Y | -9.1% | +73.0% | -82.1% | -20.0% |
| 3Y | +3.1% | +215.7% | -212.6% | -16.9% |
| All | -12.1% | +154.7% | -166.7% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling