+34,247.0%
CTSH vs SM
+641.1%
+33,605.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +12.4% | +26.3% | -13.9% | +8.5% |
| 3M | +17.4% | +8.7% | +8.7% | +15.4% |
| 6M | -3.1% | +51.7% | -54.8% | -9.7% |
| YTD | -23.6% | +99.0% | -122.6% | -31.8% |
| 1Y | -10.8% | +34.6% | -45.4% | -16.2% |
| 3Y | -8.3% | -7.8% | -0.5% | -11.4% |
| 5Y | -11.3% | +104.8% | -116.1% | -26.8% |
| 10Y | +22.6% | +7.2% | +15.4% | -19.9% |
| All | +34,247.0% | +641.1% | +33,605.9% | +10,150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling