-13.9%
CTSH vs SPY
+19.4%
-33.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | +4.5% | -0.9% | +5.5% | +4.7% |
| 3M | +13.7% | +3.9% | +9.9% | +12.8% |
| 6M | -8.4% | +14.5% | -22.9% | -14.4% |
| YTD | -26.5% | +12.9% | -39.4% | -30.0% |
| 1Y | -13.9% | +19.4% | -33.3% | -20.8% |
| All | -13.9% | +19.4% | -33.3% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling