+1,524.2%
SMH vs CTSH
+35.4%
+1,488.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.6% |
| 7D | +12.1% | -4.2% | +16.3% | +13.9% |
| 30D | -14.7% | +3.9% | -18.6% | -17.3% |
| 3M | -14.2% | +10.2% | -24.4% | -20.1% |
| 6M | -10.6% | +35.3% | -45.9% | -28.0% |
| YTD | +39.3% | -21.8% | +61.1% | +50.6% |
| 1Y | +41.6% | -12.1% | +53.7% | +42.0% |
| 3Y | +223.4% | +2.0% | +221.3% | +190.0% |
| 5Y | +243.5% | -15.3% | +258.8% | +242.2% |
| All | +1,524.2% | +35.4% | +1,488.8% | +1,182.5% |
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