+35.3%
CTSH vs SPXU
-7.7%
+43.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.2% |
| 7D | -4.2% | -9.4% | +5.2% | -2.7% |
| 30D | +3.9% | +7.4% | -3.5% | +2.4% |
| 3M | +10.2% | +6.2% | +4.0% | +8.3% |
| 6M | +35.3% | -7.2% | +42.5% | +39.1% |
| All | +35.3% | -7.7% | +43.0% | +39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling