-7.7%
CTSH vs SMTC
+514.4%
-522.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.2% | -12.8% | -3.6% |
| 7D | -2.7% | +12.7% | -15.4% | -2.8% |
| 30D | +12.4% | +22.0% | -9.6% | +12.0% |
| 3M | +17.4% | -12.7% | +30.0% | +18.0% |
| 6M | -3.1% | +64.8% | -67.9% | -7.0% |
| YTD | -23.6% | +100.7% | -124.3% | -27.9% |
| 1Y | -10.8% | +146.9% | -157.7% | -17.6% |
| All | -7.7% | +514.4% | -522.1% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling