+35,575.5%
CTSH vs SMTC
+2,346.5%
+33,229.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.7% | -15.5% | -5.7% |
| 7D | -0.6% | -19.0% | +18.4% | +3.2% |
| 30D | +13.4% | -46.7% | +60.1% | +28.2% |
| 3M | +14.4% | -23.4% | +37.9% | +15.1% |
| 6M | +27.7% | -13.4% | +41.1% | +17.8% |
| YTD | -20.6% | +40.1% | -60.7% | -37.4% |
| 1Y | -9.1% | +47.7% | -56.8% | -29.9% |
| 3Y | +3.1% | +606.9% | -603.8% | -58.0% |
| 5Y | -11.8% | +14.4% | -26.2% | -41.7% |
| 10Y | +42.7% | +322.5% | -279.8% | -42.8% |
| All | +35,575.5% | +2,346.5% | +33,229.0% | +6,406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling