+22.5%
CTSH vs SPG
+61.5%
-39.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -4.2% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | +4.5% | -4.9% | +9.5% | +6.1% |
| 3M | +13.7% | +3.3% | +10.4% | +12.6% |
| 6M | -8.4% | +11.2% | -19.6% | -11.5% |
| YTD | -26.5% | +17.1% | -43.6% | -30.1% |
| 1Y | -13.9% | +21.6% | -35.5% | -19.1% |
| 3Y | -11.3% | +111.9% | -123.2% | -29.6% |
| 5Y | -14.8% | +106.9% | -121.8% | -32.6% |
| 10Y | +22.5% | +62.2% | -39.7% | -8.0% |
| All | +22.5% | +61.5% | -39.0% | -8.0% |
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