-16.2%
CTSH vs SPYG
+67.3%
-83.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -2.6% | +2.3% | -5.0% | -3.9% |
| 30D | +0.9% | -6.5% | +7.3% | +4.2% |
| 3M | +6.9% | -6.8% | +13.7% | +10.5% |
| 6M | +38.8% | -3.1% | +42.0% | +38.9% |
| YTD | -22.7% | +8.0% | -30.7% | -28.3% |
| 1Y | -12.4% | +10.2% | -22.6% | -20.0% |
| 3Y | +1.3% | +91.0% | -89.7% | -40.1% |
| All | -16.2% | +67.3% | -83.5% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling