-15.9%
CTSH vs SMR
-68.5%
+52.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -3.0% |
| 7D | -8.2% | +13.1% | -21.3% | -7.7% |
| 30D | +0.4% | +17.8% | -17.4% | +1.2% |
| 3M | +10.6% | +8.1% | +2.5% | +11.8% |
| 6M | -8.8% | -11.1% | +2.3% | -7.9% |
| YTD | -28.6% | -23.7% | -4.9% | -27.6% |
| 1Y | -15.9% | -69.4% | +53.5% | -13.7% |
| All | -15.9% | -68.5% | +52.6% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling