+507.3%
CTSH vs SIMO
+3,332.4%
-2,825.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.7% | -12.3% | -4.9% |
| 7D | -2.7% | +4.2% | -6.9% | -3.4% |
| 30D | +12.4% | +4.1% | +8.3% | +10.8% |
| 3M | +17.4% | -12.9% | +30.2% | +16.0% |
| 6M | -3.1% | +110.3% | -113.4% | -20.5% |
| YTD | -23.6% | +178.6% | -202.1% | -41.2% |
| 1Y | -10.8% | +220.0% | -230.8% | -33.5% |
| 3Y | -8.3% | +409.0% | -417.3% | -38.9% |
| 5Y | -11.3% | +277.3% | -288.6% | -40.2% |
| 10Y | +22.6% | +506.6% | -484.0% | -29.5% |
| All | +507.3% | +3,332.4% | -2,825.1% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling