-8.1%
CTSH vs SOXQ
+288.7%
-296.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.1% |
| 7D | -5.5% | +5.3% | -10.8% | -6.5% |
| 30D | +4.5% | -3.7% | +8.2% | +5.1% |
| 3M | +13.7% | -7.8% | +21.6% | +13.3% |
| 6M | -8.4% | +58.4% | -66.8% | -24.4% |
| YTD | -26.5% | +68.1% | -94.6% | -40.9% |
| 1Y | -13.9% | +105.4% | -119.3% | -36.0% |
| 3Y | -11.3% | +239.2% | -250.5% | -49.5% |
| 5Y | -14.8% | +266.9% | -281.8% | -55.1% |
| All | -8.1% | +288.7% | -296.8% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling