+37.8%
CTSH vs SPY
+315.0%
-277.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -4.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.7% |
| 30D | +7.4% | -3.3% | +10.8% | +10.5% |
| 3M | +10.9% | -2.4% | +13.3% | +12.9% |
| 6M | +24.7% | +2.6% | +22.1% | +19.7% |
| YTD | -22.0% | +11.2% | -33.2% | -31.3% |
| 1Y | -11.2% | +13.4% | -24.5% | -23.3% |
| 3Y | +3.9% | +79.9% | -76.0% | -45.6% |
| 5Y | -13.9% | +72.2% | -86.1% | -52.6% |
| 10Y | +37.8% | +307.3% | -269.5% | -70.3% |
| All | +37.8% | +315.0% | -277.2% | -70.3% |
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