-10.8%
CTSH vs SOLS
+20.3%
-31.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -3.2% |
| 7D | -8.2% | +3.7% | -11.9% | -7.6% |
| 30D | +0.4% | +5.0% | -4.6% | +1.4% |
| 3M | +10.6% | -21.1% | +31.7% | +8.5% |
| 6M | -8.8% | -14.2% | +5.4% | -10.0% |
| YTD | -28.6% | +30.6% | -59.2% | -33.5% |
| All | -10.8% | +20.3% | -31.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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