+2,575.4%
SOXX vs CTSH
+3,639.1%
-1,063.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.9% |
| 7D | +6.1% | -8.2% | +14.3% | +9.8% |
| 30D | +0.5% | +0.4% | +0.1% | -0.2% |
| 3M | -5.3% | +10.6% | -15.9% | -12.9% |
| 6M | +58.3% | -8.8% | +67.1% | +56.3% |
| YTD | +76.8% | -28.6% | +105.5% | +93.0% |
| 1Y | +114.6% | -15.9% | +130.5% | +116.3% |
| 3Y | +229.6% | -13.9% | +243.5% | +227.8% |
| 5Y | +257.3% | -17.1% | +274.4% | +261.3% |
| 10Y | +1,583.2% | +21.0% | +1,562.2% | +1,304.0% |
| All | +2,575.4% | +3,639.1% | -1,063.7% | +346.4% |
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