+37.8%
CTSH vs SM
+4.9%
+32.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.5% |
| 7D | -2.3% | -22.3% | +20.0% | -0.2% |
| 30D | +7.4% | -21.4% | +28.8% | +9.5% |
| 3M | +10.9% | +1.4% | +9.6% | +10.3% |
| 6M | +24.7% | +0.1% | +24.5% | +23.7% |
| YTD | -22.0% | +59.0% | -80.9% | -26.1% |
| 1Y | -11.2% | +64.3% | -75.5% | -16.2% |
| 3Y | +3.9% | -13.1% | +17.0% | +2.0% |
| 5Y | -13.9% | -13.9% | -0.1% | -17.2% |
| 10Y | +37.8% | +1.7% | +36.1% | +0.6% |
| All | +37.8% | +4.9% | +32.9% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling