-10.9%
CTSH vs SIMO
+269.6%
-280.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.7% | -12.3% | -3.6% |
| 7D | -2.7% | +4.2% | -6.9% | -2.7% |
| 30D | +12.4% | +4.1% | +8.3% | +12.4% |
| 3M | +17.4% | -12.9% | +30.2% | +17.4% |
| 6M | -3.1% | +110.3% | -113.4% | -10.4% |
| YTD | -23.6% | +178.6% | -202.1% | -32.1% |
| 1Y | -10.8% | +220.0% | -230.8% | -22.3% |
| 3Y | -8.3% | +409.0% | -417.3% | -25.5% |
| All | -10.9% | +269.6% | -280.5% | -26.4% |
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