+22.5%
CTSH vs SPY
+311.3%
-288.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.3% |
| 7D | -5.5% | +0.5% | -6.0% | -5.9% |
| 30D | +4.5% | -0.9% | +5.5% | +5.6% |
| 3M | +13.7% | +3.9% | +9.9% | +8.8% |
| 6M | -8.4% | +14.5% | -22.9% | -21.1% |
| YTD | -26.5% | +12.9% | -39.4% | -35.7% |
| 1Y | -13.9% | +19.4% | -33.3% | -29.0% |
| 3Y | -11.3% | +78.5% | -89.8% | -52.6% |
| 5Y | -14.8% | +81.8% | -96.6% | -55.3% |
| 10Y | +22.5% | +311.5% | -289.0% | -71.8% |
| All | +22.5% | +311.3% | -288.8% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling