+8.1%
CTSH vs SPMO
+572.4%
-564.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.6% |
| 7D | -2.7% | +2.0% | -4.7% | -4.0% |
| 30D | +12.4% | -0.4% | +12.7% | +12.3% |
| 3M | +17.4% | -1.9% | +19.3% | +14.7% |
| 6M | -3.1% | +25.0% | -28.1% | -22.3% |
| YTD | -23.6% | +26.0% | -49.6% | -39.2% |
| 1Y | -10.8% | +28.7% | -39.5% | -30.4% |
| 3Y | -8.3% | +160.9% | -169.2% | -61.3% |
| 5Y | -11.3% | +147.9% | -159.2% | -61.0% |
| 10Y | +22.6% | +518.9% | -496.3% | -70.6% |
| All | +8.1% | +572.4% | -564.3% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling