+14.4%
SGOV vs CTSH
-11.6%
+26.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | 0.0% | -3.7% | +3.8% | +0.1% |
| 30D | +0.3% | +3.7% | -3.4% | +0.3% |
| 3M | +0.9% | +17.9% | -17.0% | +0.9% |
| 6M | +1.8% | -2.6% | +4.5% | +1.8% |
| YTD | +2.5% | -26.4% | +28.9% | +2.5% |
| 1Y | +3.8% | -13.0% | +16.8% | +3.8% |
| 3Y | +14.4% | -11.2% | +25.6% | +14.4% |
| All | +14.4% | -11.6% | +26.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 3y: compounded portfolio wealth divided by compounded CTSH 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…
3y analysis · Full analysis span regression · 6 months rolling