+34,247.0%
CTSH vs SPG
+2,666.8%
+31,580.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| 3M | +17.4% | +2.7% | +14.7% | +16.1% |
| 6M | -3.1% | +5.5% | -8.5% | -5.5% |
| YTD | -23.6% | +15.7% | -39.3% | -28.2% |
| 1Y | -10.8% | +20.9% | -31.7% | -17.8% |
| 3Y | -8.3% | +112.4% | -120.7% | -33.4% |
| 5Y | -11.3% | +101.4% | -112.7% | -35.2% |
| 10Y | +22.6% | +60.6% | -38.0% | -15.3% |
| All | +34,247.0% | +2,666.8% | +31,580.2% | +5,276.7% |
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