-11.3%
CTSH vs SPXS
-80.2%
+68.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.5% | -3.5% |
| 7D | -5.5% | -1.5% | -3.9% | -5.8% |
| 30D | +4.5% | +3.7% | +0.8% | +5.5% |
| 3M | +13.7% | -9.6% | +23.3% | +11.3% |
| 6M | -8.4% | -32.4% | +24.0% | -16.7% |
| YTD | -26.5% | -28.7% | +2.2% | -31.7% |
| 1Y | -13.9% | -38.1% | +24.2% | -22.7% |
| 3Y | -11.3% | -80.1% | +68.8% | -37.3% |
| All | -11.3% | -80.2% | +68.9% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling