-17.1%
CTSH vs SPYG
+83.9%
-101.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | -8.2% | +0.3% | -8.5% | -8.4% |
| 30D | +0.4% | -1.7% | +2.1% | +1.4% |
| 3M | +10.6% | +3.6% | +6.9% | +7.3% |
| 6M | -8.8% | +16.6% | -25.4% | -18.6% |
| YTD | -28.6% | +13.4% | -42.0% | -35.1% |
| 1Y | -15.9% | +19.6% | -35.5% | -26.6% |
| 3Y | -13.9% | +99.8% | -113.6% | -49.9% |
| 5Y | -17.1% | +85.0% | -102.0% | -49.9% |
| All | -17.1% | +83.9% | -101.0% | -49.9% |
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