-14.4%
CTSH vs SOXQ
+258.1%
-272.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.5% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | +3.7% | -4.6% | +8.3% | +4.5% |
| 3M | +17.9% | -10.2% | +28.1% | +18.4% |
| 6M | -2.6% | +49.7% | -52.3% | -18.2% |
| YTD | -26.4% | +67.2% | -93.6% | -40.9% |
| 1Y | -13.0% | +98.0% | -111.0% | -34.6% |
| 3Y | -11.2% | +237.2% | -248.4% | -49.6% |
| All | -14.4% | +258.1% | -272.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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