-15.8%
CTSH vs SPG
+84.0%
-99.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | -2.1% | +2.0% | -4.1% | -3.1% |
| 30D | +1.4% | +17.2% | -15.9% | -5.9% |
| 3M | +7.5% | +6.3% | +1.1% | +4.3% |
| 6M | +39.6% | +18.7% | +20.9% | +28.6% |
| YTD | -22.3% | +30.1% | -52.4% | -31.7% |
| 1Y | -12.0% | +32.8% | -44.7% | -23.3% |
| 3Y | +1.8% | +133.6% | -131.8% | -34.1% |
| All | -15.8% | +84.0% | -99.8% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling