+4,310.5%
CTSH vs SPYG
+564.9%
+3,745.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -2.7% | +0.4% | -3.1% | -3.0% |
| 30D | +12.4% | -0.4% | +12.8% | +12.8% |
| 3M | +17.4% | +0.5% | +16.8% | +14.8% |
| 6M | -3.1% | +17.5% | -20.5% | -19.5% |
| YTD | -23.6% | +14.3% | -37.9% | -34.8% |
| 1Y | -10.8% | +21.7% | -32.5% | -28.9% |
| 3Y | -8.3% | +98.6% | -106.9% | -57.1% |
| 5Y | -11.3% | +85.1% | -96.4% | -56.3% |
| 10Y | +22.6% | +412.0% | -389.4% | -79.9% |
| All | +4,310.5% | +564.9% | +3,745.7% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling