+18.7%
CTSH vs SPXS
-99.5%
+118.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.8% |
| 7D | -9.8% | +6.4% | -16.2% | -7.8% |
| 30D | +0.1% | +6.0% | -5.9% | +2.3% |
| 3M | +13.2% | -11.6% | +24.9% | +8.7% |
| 6M | -6.2% | -28.7% | +22.5% | -15.7% |
| YTD | -28.5% | -26.3% | -2.2% | -34.6% |
| 1Y | -13.8% | -34.9% | +21.2% | -23.9% |
| 3Y | -13.7% | -79.5% | +65.8% | -44.0% |
| 5Y | -16.7% | -85.9% | +69.2% | -44.2% |
| All | +18.7% | -99.5% | +118.3% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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