-26.4%
CTSH vs SMR
+1.6%
-28.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.3% |
| 7D | -9.8% | +4.7% | -14.5% | -9.9% |
| 30D | +0.1% | +3.2% | -3.1% | 0.0% |
| 3M | +13.2% | +9.9% | +3.3% | +12.6% |
| 6M | -6.2% | -15.1% | +8.9% | -6.3% |
| YTD | -28.5% | -27.9% | -0.5% | -28.4% |
| 1Y | -13.8% | -70.2% | +56.5% | -11.5% |
| 3Y | -13.7% | +72.5% | -86.2% | -22.7% |
| All | -26.4% | +1.6% | -28.0% | -32.0% |
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