+548.5%
CTSH vs SIMO
+1,993.5%
-1,445.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.4% | +15.5% | +3.2% |
| 7D | +6.4% | -31.4% | +37.8% | +11.7% |
| 30D | +16.3% | -45.2% | +61.4% | +25.1% |
| 3M | +20.0% | -36.5% | +56.5% | +24.3% |
| 6M | +29.9% | -34.2% | +64.1% | +29.1% |
| YTD | -18.4% | +69.9% | -88.3% | -34.0% |
| 1Y | -8.9% | +60.4% | -69.3% | -25.6% |
| 3Y | +6.0% | +203.1% | -197.1% | -25.4% |
| 5Y | -9.3% | +145.4% | -154.7% | -36.4% |
| 10Y | +46.7% | +368.9% | -322.2% | -15.0% |
| All | +548.5% | +1,993.5% | -1,445.0% | +107.3% |
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