+833.8%
CTSH vs SPXS
-100.0%
+933.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -0.7% |
| 7D | -4.2% | -9.5% | +5.3% | -7.6% |
| 30D | +3.9% | +7.4% | -3.4% | +6.9% |
| 3M | +10.2% | +6.1% | +4.1% | +13.1% |
| 6M | +35.3% | -7.3% | +42.6% | +32.2% |
| YTD | -21.8% | -26.7% | +4.9% | -29.2% |
| 1Y | -12.1% | -26.2% | +14.0% | -20.0% |
| 3Y | +2.0% | -80.3% | +82.4% | -37.7% |
| 5Y | -15.3% | -83.4% | +68.1% | -42.2% |
| 10Y | +35.7% | -99.5% | +135.2% | -65.2% |
| All | +833.8% | -100.0% | +933.8% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling