+1,537.1%
SOXX vs CTSH
+24.9%
+1,512.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.6% |
| 7D | +1.4% | -3.7% | +5.1% | +3.0% |
| 30D | -3.6% | +3.7% | -7.3% | -5.7% |
| 3M | -10.2% | +17.9% | -28.1% | -20.1% |
| 6M | +54.2% | -2.6% | +56.9% | +50.0% |
| YTD | +75.2% | -26.4% | +101.6% | +98.1% |
| 1Y | +107.5% | -13.0% | +120.5% | +110.4% |
| 3Y | +226.8% | -11.2% | +238.0% | +223.9% |
| 5Y | +251.2% | -14.3% | +265.5% | +253.2% |
| All | +1,537.1% | +24.9% | +1,512.2% | +1,305.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling