+1.8%
CTSH vs SPMO
+124.5%
-122.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.6% |
| 7D | -2.1% | +6.3% | -8.5% | -2.4% |
| 30D | +1.4% | -8.9% | +10.3% | +2.0% |
| 3M | +7.5% | -13.2% | +20.7% | +8.6% |
| 6M | +39.6% | -9.3% | +48.8% | +37.3% |
| YTD | -22.3% | +11.6% | -33.9% | -31.0% |
| 1Y | -12.0% | +13.4% | -25.3% | -22.5% |
| 3Y | +1.8% | +122.9% | -121.1% | -39.7% |
| All | +1.8% | +124.5% | -122.7% | -39.7% |
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