-10.8%
CTSH vs SM
+36.8%
-47.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -3.3% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +12.4% | +25.6% | -13.2% | +10.1% |
| 3M | +17.4% | +8.0% | +9.3% | +15.2% |
| 6M | -3.1% | +50.8% | -53.9% | -7.2% |
| YTD | -23.6% | +97.9% | -121.5% | -28.6% |
| 1Y | -10.8% | +33.8% | -44.6% | -12.0% |
| All | -10.8% | +36.8% | -47.6% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling