-7.6%
CTSH vs SPYG
+10.8%
-18.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.3% |
| 7D | -0.9% | -2.8% | +1.9% | -1.4% |
| 30D | +13.1% | -6.2% | +19.3% | +11.8% |
| 3M | +17.9% | -3.6% | +21.5% | +16.9% |
| 6M | +28.5% | +4.8% | +23.7% | +27.6% |
| YTD | -19.3% | +11.0% | -30.3% | -19.8% |
| 1Y | -7.6% | +11.2% | -18.8% | -8.1% |
| All | -7.6% | +10.8% | -18.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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