-16.7%
CTSH vs SPMO
+145.0%
-161.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | -9.8% | +0.1% | -9.9% | -9.8% |
| 30D | +0.1% | -0.7% | +0.8% | +0.2% |
| 3M | +13.2% | +2.8% | +10.4% | +8.5% |
| 6M | -6.2% | +24.4% | -30.6% | -21.5% |
| YTD | -28.5% | +24.2% | -52.6% | -40.1% |
| 1Y | -13.8% | +24.5% | -38.3% | -28.1% |
| 3Y | -13.7% | +155.6% | -169.3% | -60.2% |
| 5Y | -16.7% | +148.2% | -164.9% | -60.4% |
| All | -16.7% | +145.0% | -161.7% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling