+18.7%
CTSH vs SPMO
+514.3%
-495.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.4% |
| 7D | -9.8% | +0.1% | -9.9% | -9.9% |
| 30D | +0.1% | -0.7% | +0.8% | +0.2% |
| 3M | +13.2% | +2.8% | +10.4% | +6.9% |
| 6M | -6.2% | +24.4% | -30.6% | -25.1% |
| YTD | -28.5% | +24.2% | -52.6% | -42.8% |
| 1Y | -13.8% | +24.5% | -38.3% | -31.4% |
| 3Y | -13.7% | +155.6% | -169.3% | -63.8% |
| 5Y | -16.7% | +148.2% | -164.9% | -64.3% |
| All | +18.7% | +514.3% | -495.6% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling