-12.1%
CTSH vs SPG
+32.6%
-44.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -4.2% | +3.1% | -7.3% | -5.5% |
| 30D | +3.9% | +16.4% | -12.5% | -2.9% |
| 3M | +10.2% | +7.1% | +3.1% | +6.5% |
| 6M | +35.3% | +16.1% | +19.2% | +27.6% |
| YTD | -21.8% | +30.4% | -52.2% | -32.4% |
| 1Y | -12.1% | +33.0% | -45.1% | -25.6% |
| All | -12.1% | +32.6% | -44.7% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling