+333.1%
SLV vs CTSH
+347.9%
-14.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.8% |
| 7D | -0.3% | -2.7% | +2.4% | 0.0% |
| 30D | +6.7% | +12.4% | -5.7% | +5.3% |
| 3M | -10.7% | +17.4% | -28.1% | -12.6% |
| 6M | -20.6% | -3.1% | -17.5% | -20.7% |
| YTD | -7.1% | -23.6% | +16.4% | -4.8% |
| 1Y | +62.0% | -10.8% | +72.8% | +62.7% |
| 3Y | +169.8% | -8.3% | +178.1% | +168.8% |
| 5Y | +161.5% | -11.3% | +172.8% | +159.1% |
| 10Y | +224.4% | +22.6% | +201.8% | +203.3% |
| All | +333.1% | +347.9% | -14.8% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling