+1,061.7%
SMH vs CTSH
+3,029.1%
-1,967.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | +4.9% | -2.6% | +7.6% | +5.9% |
| 30D | -13.8% | +0.9% | -14.7% | -15.0% |
| 3M | -17.4% | +6.9% | -24.3% | -21.2% |
| 6M | -15.0% | +38.8% | -53.8% | -29.5% |
| YTD | +35.2% | -22.7% | +57.9% | +39.9% |
| 1Y | +41.6% | -12.4% | +54.0% | +39.0% |
| 3Y | +215.6% | +1.3% | +214.4% | +190.0% |
| 5Y | +233.2% | -16.3% | +249.5% | +230.4% |
| 10Y | +1,458.7% | +34.1% | +1,424.6% | +1,166.7% |
| All | +1,061.7% | +3,029.1% | -1,967.4% | +113.6% |
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