+3.6%
CTSH vs SPXU
-81.0%
+84.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -1.7% |
| 7D | -2.1% | +1.5% | -3.6% | -1.6% |
| 30D | +8.0% | +6.4% | +1.6% | +9.7% |
| 3M | +10.6% | +4.2% | +6.3% | +12.0% |
| 6M | +32.5% | -7.8% | +40.3% | +30.6% |
| YTD | -21.0% | -27.5% | +6.6% | -26.2% |
| 1Y | -9.9% | -27.1% | +17.2% | -15.5% |
| All | +3.6% | -81.0% | +84.6% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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