+220.8%
SOXX vs CTSH
-14.1%
+234.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +3.0% | -9.8% | +12.8% | +3.7% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | -4.4% | +13.2% | -17.6% | -3.9% |
| 6M | +52.9% | -6.2% | +59.1% | +65.1% |
| YTD | +72.0% | -28.5% | +100.5% | +112.2% |
| 1Y | +105.1% | -13.8% | +118.9% | +123.1% |
| All | +220.8% | -14.1% | +234.8% | +251.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling