+338.0%
SMH vs CTSH
-17.3%
+355.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.0% |
| 7D | +4.3% | -8.2% | +12.5% | +7.2% |
| 30D | +0.9% | +0.4% | +0.5% | +0.3% |
| 3M | -2.8% | +10.6% | -13.4% | -7.4% |
| 6M | +45.6% | -8.8% | +54.4% | +52.1% |
| YTD | +59.5% | -28.6% | +88.1% | +90.1% |
| 1Y | +93.4% | -15.9% | +109.4% | +105.8% |
| 3Y | +287.1% | -13.9% | +301.0% | +296.7% |
| 5Y | +338.0% | -17.1% | +355.1% | +366.4% |
| All | +338.0% | -17.3% | +355.3% | +366.4% |
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