-13.9%
CTSH vs SPXS
-35.8%
+21.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.7% |
| 7D | -8.2% | +1.2% | -9.4% | -8.1% |
| 30D | +0.4% | +5.2% | -4.8% | +0.8% |
| 3M | +10.6% | -9.2% | +19.7% | +10.0% |
| 6M | -8.8% | -29.6% | +20.8% | -13.0% |
| YTD | -28.6% | -27.6% | -1.0% | -30.5% |
| All | -13.9% | -35.8% | +21.9% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling