+35,575.5%
CTSH vs SO
+1,855.3%
+33,720.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.7% | -2.3% |
| 7D | -0.6% | -1.5% | +0.9% | -0.1% |
| 30D | +13.4% | +8.1% | +5.3% | +10.3% |
| 3M | +14.4% | +0.2% | +14.2% | +14.2% |
| 6M | +27.7% | +0.4% | +27.3% | +27.3% |
| YTD | -20.6% | +8.5% | -29.1% | -23.6% |
| 1Y | -9.1% | +4.9% | -14.1% | -11.5% |
| 3Y | +3.1% | +47.9% | -44.8% | -13.1% |
| 5Y | -11.8% | +75.7% | -87.4% | -31.2% |
| 10Y | +42.7% | +178.0% | -135.3% | -6.6% |
| All | +35,575.5% | +1,855.3% | +33,720.2% | +22,015.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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