-9.9%
CTSH vs SMR
-81.3%
+71.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.1% | +1.9% | -4.0% | -1.7% |
| 30D | +8.0% | -21.9% | +29.9% | +6.9% |
| 3M | +10.6% | -47.1% | +57.7% | +7.6% |
| 6M | +32.5% | -60.6% | +93.2% | +30.4% |
| YTD | -21.0% | -63.1% | +42.1% | -22.1% |
| 1Y | -9.9% | -80.4% | +70.5% | -9.0% |
| All | -9.9% | -81.3% | +71.4% | -9.0% |
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 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