+1,253.2%
SMH vs CTSH
+2,994.3%
-1,741.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +4.0% |
| 7D | +2.5% | -2.7% | +5.2% | +3.5% |
| 30D | -0.5% | +12.4% | -12.8% | -5.2% |
| 3M | -9.6% | +17.4% | -27.0% | -17.8% |
| 6M | +42.1% | -3.1% | +45.1% | +37.8% |
| YTD | +57.4% | -23.6% | +81.0% | +66.8% |
| 1Y | +96.2% | -10.8% | +107.0% | +94.3% |
| 3Y | +267.9% | -8.3% | +276.2% | +258.5% |
| 5Y | +327.7% | -11.3% | +339.0% | +322.4% |
| 10Y | +1,764.6% | +22.6% | +1,742.0% | +1,484.6% |
| All | +1,253.2% | +2,994.3% | -1,741.1% | +154.6% |
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