+1,817.6%
SMH vs CTSH
+24.9%
+1,792.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.2% |
| 7D | +0.3% | -3.7% | +4.0% | +1.9% |
| 30D | -2.8% | +3.7% | -6.5% | -4.8% |
| 3M | -6.7% | +17.9% | -24.6% | -16.4% |
| 6M | +41.8% | -2.6% | +44.4% | +38.6% |
| YTD | +57.9% | -26.4% | +84.3% | +78.3% |
| 1Y | +87.6% | -13.0% | +100.7% | +90.8% |
| 3Y | +282.9% | -11.2% | +294.1% | +279.4% |
| 5Y | +330.4% | -14.3% | +344.7% | +332.2% |
| All | +1,817.6% | +24.9% | +1,792.7% | +1,553.3% |
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