+1.3%
CTSH vs SM
-3.9%
+5.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -2.6% | +9.4% | -12.0% | -3.8% |
| 30D | +0.9% | -14.4% | +15.2% | +2.5% |
| 3M | +6.9% | +1.6% | +5.3% | +5.9% |
| 6M | +38.8% | +6.3% | +32.5% | +35.6% |
| YTD | -22.7% | +78.8% | -101.5% | -31.0% |
| 1Y | -12.4% | +83.1% | -95.5% | -22.2% |
| 3Y | +1.3% | -5.9% | +7.2% | -7.2% |
| All | +1.3% | -3.9% | +5.2% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling