-11.3%
CTSH vs SPMO
+161.5%
-172.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.9% |
| 7D | -5.5% | +3.4% | -8.9% | -5.9% |
| 30D | +4.5% | +0.5% | +4.0% | +4.3% |
| 3M | +13.7% | +1.9% | +11.8% | +11.6% |
| 6M | -8.4% | +27.8% | -36.2% | -19.8% |
| YTD | -26.5% | +26.7% | -53.2% | -35.3% |
| 1Y | -13.9% | +28.9% | -42.8% | -25.1% |
| 3Y | -11.3% | +160.7% | -172.0% | -47.4% |
| All | -11.3% | +161.5% | -172.9% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling