-10.9%
CTSH vs SM
+107.8%
-118.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +12.4% | +26.3% | -13.9% | +8.6% |
| 3M | +17.4% | +8.7% | +8.7% | +15.4% |
| 6M | -3.1% | +51.7% | -54.8% | -9.6% |
| YTD | -23.6% | +99.0% | -122.6% | -31.7% |
| 1Y | -10.8% | +34.6% | -45.4% | -15.9% |
| 3Y | -8.3% | -7.8% | -0.5% | -11.9% |
| All | -10.9% | +107.8% | -118.8% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling