-7.3%
CTSH vs SPG
+112.6%
-119.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -2.7% | -2.4% | -0.3% | -1.7% |
| 30D | +12.4% | -6.8% | +19.2% | +15.7% |
| 3M | +17.4% | +2.7% | +14.7% | +16.2% |
| 6M | -3.1% | +5.5% | -8.5% | -5.5% |
| YTD | -23.6% | +15.7% | -39.3% | -28.4% |
| 1Y | -10.8% | +20.9% | -31.7% | -18.2% |
| All | -7.3% | +112.6% | -119.9% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling