+28.2%
SOXS vs CTSH
+8.7%
+19.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.6% | +11.7% | +12.1% |
| 7D | -28.4% | -2.1% | -26.3% | -25.2% |
| 30D | +19.4% | +1.4% | +18.0% | +23.3% |
| 3M | +28.2% | +7.5% | +20.7% | +26.6% |
| All | +28.2% | +8.7% | +19.4% | +26.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling