+175.9%
SLV vs CTSH
+39.1%
+136.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.9% |
| 7D | +5.6% | -2.3% | +7.9% | +5.9% |
| 30D | -12.1% | +7.4% | -19.6% | -13.0% |
| 3M | -16.3% | +10.9% | -27.2% | -17.5% |
| 6M | -34.1% | +24.7% | -58.7% | -36.2% |
| YTD | -25.3% | -22.0% | -3.3% | -23.1% |
| 1Y | +9.6% | -11.2% | +20.8% | +10.6% |
| 3Y | +132.7% | +3.9% | +128.8% | +127.4% |
| 5Y | +113.7% | -13.9% | +127.6% | +112.0% |
| 10Y | +175.9% | +37.8% | +138.1% | +152.0% |
| All | +175.9% | +39.1% | +136.8% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling