-17.1%
CTSH vs SPXS
-85.7%
+68.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.4% |
| 7D | -8.2% | +1.2% | -9.4% | -7.8% |
| 30D | +0.4% | +5.2% | -4.8% | +2.1% |
| 3M | +10.6% | -9.2% | +19.7% | +7.7% |
| 6M | -8.8% | -29.6% | +20.8% | -17.5% |
| YTD | -28.6% | -27.6% | -1.0% | -34.5% |
| 1Y | -15.9% | -36.7% | +20.8% | -25.5% |
| 3Y | -13.9% | -79.8% | +66.0% | -42.7% |
| 5Y | -17.1% | -85.9% | +68.8% | -42.4% |
| All | -17.1% | -85.7% | +68.6% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling