+4,360.1%
CTSH vs SPYG
+528.0%
+3,832.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.3% |
| 7D | -2.6% | +2.3% | -5.0% | -4.9% |
| 30D | +0.9% | -6.5% | +7.3% | +6.5% |
| 3M | +6.9% | -6.8% | +13.7% | +12.8% |
| 6M | +38.8% | -3.1% | +42.0% | +38.6% |
| YTD | -22.7% | +8.0% | -30.7% | -31.4% |
| 1Y | -12.4% | +10.2% | -22.6% | -24.0% |
| 3Y | +1.3% | +91.0% | -89.7% | -51.5% |
| 5Y | -16.3% | +67.7% | -84.0% | -55.1% |
| 10Y | +34.1% | +393.9% | -359.8% | -77.6% |
| All | +4,360.1% | +528.0% | +3,832.1% | +399.9% |
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 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