-12.1%
CTSH vs SPG
+74.6%
-86.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.1% |
| 7D | -0.6% | +4.9% | -5.5% | -2.8% |
| 30D | +13.4% | +15.6% | -2.2% | +6.0% |
| 3M | +14.4% | +4.1% | +10.4% | +12.2% |
| 6M | +27.7% | +13.6% | +14.1% | +20.1% |
| YTD | -20.6% | +27.5% | -48.2% | -29.5% |
| 1Y | -9.1% | +32.2% | -41.4% | -20.7% |
| 3Y | +3.1% | +126.0% | -122.9% | -32.1% |
| All | -12.1% | +74.6% | -86.6% | -37.1% |
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 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