-13.9%
CTSH vs SM
+46.7%
-60.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.5% | -4.1% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | +4.5% | +31.5% | -27.0% | +2.0% |
| 3M | +13.7% | +17.3% | -3.6% | +11.0% |
| 6M | -8.4% | +48.5% | -56.9% | -12.3% |
| YTD | -26.5% | +106.3% | -132.8% | -31.7% |
| 1Y | -13.9% | +47.3% | -61.2% | -15.5% |
| All | -13.9% | +46.7% | -60.7% | -15.5% |
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