+35,575.5%
CTSH vs SPG
+2,949.9%
+32,625.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.1% |
| 7D | -0.6% | +4.9% | -5.5% | -2.5% |
| 30D | +13.4% | +15.6% | -2.2% | +7.0% |
| 3M | +14.4% | +4.1% | +10.4% | +12.5% |
| 6M | +27.7% | +13.6% | +14.1% | +21.1% |
| YTD | -20.6% | +27.5% | -48.2% | -28.3% |
| 1Y | -9.1% | +32.2% | -41.4% | -19.1% |
| 3Y | +3.1% | +126.0% | -122.9% | -26.9% |
| 5Y | -11.8% | +74.7% | -86.5% | -31.8% |
| 10Y | +42.7% | +112.8% | -70.1% | -12.7% |
| All | +35,575.5% | +2,949.9% | +32,625.6% | +5,267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling