-14.8%
CTSH vs SMTC
+110.0%
-124.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.0% | -13.8% | -4.4% |
| 7D | -5.5% | +22.9% | -28.4% | -6.7% |
| 30D | +4.5% | +16.6% | -12.1% | +3.2% |
| 3M | +13.7% | +2.4% | +11.3% | +12.6% |
| 6M | -8.4% | +98.3% | -106.7% | -16.9% |
| YTD | -26.5% | +120.7% | -147.2% | -34.5% |
| 1Y | -13.9% | +168.3% | -182.2% | -25.7% |
| 3Y | -11.3% | +571.7% | -583.0% | -40.4% |
| 5Y | -14.8% | +114.0% | -128.8% | -23.8% |
| All | -14.8% | +110.0% | -124.9% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling