+530.8%
CTSH vs SIMO
+2,080.4%
-1,549.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -3.3% |
| 7D | -0.6% | -22.0% | +21.4% | +2.5% |
| 30D | +13.4% | -43.0% | +56.5% | +21.3% |
| 3M | +14.4% | -39.1% | +53.6% | +19.5% |
| 6M | +27.7% | -33.3% | +61.0% | +26.8% |
| YTD | -20.6% | +77.0% | -97.6% | -36.2% |
| 1Y | -9.1% | +73.0% | -82.1% | -26.8% |
| 3Y | +3.1% | +215.7% | -212.6% | -27.9% |
| 5Y | -11.8% | +155.6% | -167.4% | -38.5% |
| 10Y | +42.7% | +388.4% | -345.7% | -17.8% |
| All | +530.8% | +2,080.4% | -1,549.6% | +100.5% |
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