+233.7%
SMH vs CTSH
-16.1%
+249.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.8% |
| 7D | +4.9% | -2.1% | +7.0% | +5.5% |
| 30D | -13.8% | +1.4% | -15.2% | -14.9% |
| 3M | -17.4% | +7.5% | -24.8% | -20.6% |
| 6M | -15.0% | +39.6% | -54.5% | -28.4% |
| YTD | +35.2% | -22.3% | +57.5% | +54.7% |
| 1Y | +41.6% | -12.0% | +53.6% | +49.0% |
| 3Y | +215.6% | +1.8% | +213.8% | +193.3% |
| All | +233.7% | -16.1% | +249.8% | +261.9% |
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