+89.9%
SLV vs CTSH
-16.1%
+106.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.1% |
| 7D | -5.8% | -2.1% | -3.7% | -5.7% |
| 30D | -12.1% | +1.4% | -13.5% | -12.3% |
| 3M | -24.1% | +7.5% | -31.6% | -24.7% |
| 6M | -44.4% | +39.6% | -84.0% | -46.3% |
| YTD | -31.5% | -22.3% | -9.2% | -28.9% |
| 1Y | -6.9% | -12.0% | +5.0% | -5.3% |
| 3Y | +116.0% | +1.8% | +114.2% | +112.5% |
| All | +89.9% | -16.1% | +106.0% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling