-13.4%
CTSH vs SIMO
+195.0%
-208.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.5% | -0.6% |
| 7D | -2.1% | +0.9% | -3.0% | -1.9% |
| 30D | +8.0% | -25.4% | +33.4% | +7.4% |
| 3M | +10.6% | -17.8% | +28.3% | +9.9% |
| 6M | +32.5% | -29.6% | +62.1% | +30.6% |
| YTD | -21.0% | +100.3% | -121.3% | -30.2% |
| 1Y | -9.9% | +100.4% | -110.3% | -20.5% |
| 3Y | +3.1% | +246.1% | -242.9% | -16.2% |
| 5Y | -13.4% | +189.8% | -203.2% | -30.8% |
| All | -13.4% | +195.0% | -208.4% | -30.8% |
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