+35.7%
CTSH vs SPG
+114.5%
-78.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -4.2% | +3.1% | -7.3% | -5.1% |
| 30D | +3.9% | +16.4% | -12.5% | -0.8% |
| 3M | +10.2% | +7.1% | +3.1% | +7.9% |
| 6M | +35.3% | +16.1% | +19.2% | +29.2% |
| YTD | -21.8% | +30.4% | -52.2% | -28.0% |
| 1Y | -12.1% | +33.0% | -45.1% | -19.6% |
| 3Y | +2.0% | +134.6% | -132.6% | -21.5% |
| 5Y | -15.3% | +84.9% | -100.2% | -31.4% |
| All | +35.7% | +114.5% | -78.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling