+35.7%
CTSH vs SM
+18.2%
+17.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.2% | -1.5% |
| 7D | -4.2% | +10.6% | -14.8% | -5.1% |
| 30D | +3.9% | -15.0% | +18.9% | +5.2% |
| 3M | +10.2% | +1.7% | +8.5% | +9.6% |
| 6M | +35.3% | +5.9% | +29.4% | +33.6% |
| YTD | -21.8% | +79.0% | -100.8% | -26.8% |
| 1Y | -12.1% | +84.7% | -96.8% | -18.0% |
| 3Y | +2.0% | -3.5% | +5.5% | -0.7% |
| 5Y | -15.3% | +4.9% | -20.2% | -19.9% |
| All | +35.7% | +18.2% | +17.5% | -2.0% |
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 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