+241.5%
SOXX vs CTSH
-17.1%
+258.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +3.0% | -9.8% | +12.8% | +6.5% |
| 30D | -3.1% | +0.1% | -3.2% | -3.6% |
| 3M | -4.4% | +13.2% | -17.6% | -10.2% |
| 6M | +52.9% | -6.2% | +59.1% | +57.3% |
| YTD | +72.0% | -28.5% | +100.5% | +106.8% |
| 1Y | +105.1% | -13.8% | +118.9% | +115.0% |
| 3Y | +220.6% | -13.7% | +234.3% | +230.3% |
| All | +241.5% | -17.1% | +258.6% | +265.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling