+35,575.5%
CTSH vs SM
+508.5%
+35,067.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.9% |
| 7D | -0.6% | -25.9% | +25.3% | +3.4% |
| 30D | +13.4% | -15.1% | +28.5% | +15.6% |
| 3M | +14.4% | +4.9% | +9.6% | +12.9% |
| 6M | +27.7% | +6.1% | +21.6% | +25.1% |
| YTD | -20.6% | +63.4% | -84.0% | -27.5% |
| 1Y | -9.1% | +72.5% | -81.6% | -17.8% |
| 3Y | +3.1% | -16.9% | +20.0% | +0.8% |
| 5Y | -11.8% | -10.6% | -1.1% | -18.0% |
| 10Y | +42.7% | +11.3% | +31.4% | -8.6% |
| All | +35,575.5% | +508.5% | +35,067.0% | +10,792.7% |
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