-20.5%
CTSH vs SMR
-53.6%
+33.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -1.1% |
| 7D | -2.6% | -8.3% | +5.6% | -2.5% |
| 30D | +0.9% | -20.1% | +20.9% | +1.2% |
| 3M | +6.9% | -52.7% | +59.6% | +8.3% |
| 6M | +38.8% | -61.0% | +99.9% | +41.1% |
| YTD | -22.7% | -67.1% | +44.4% | -21.5% |
| 1Y | -12.4% | -79.9% | +67.5% | -9.5% |
| 3Y | +1.3% | +101.7% | -100.5% | -14.4% |
| All | -20.5% | -53.6% | +33.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling