+13.7%
SPGI vs CTSH
-16.1%
+29.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +1.2% | -2.1% | +3.4% | +2.1% |
| 30D | +15.9% | +1.4% | +14.5% | +14.8% |
| 3M | +12.3% | +7.5% | +4.8% | +8.0% |
| 6M | +23.7% | +39.6% | -15.9% | +4.5% |
| YTD | -3.5% | -22.3% | +18.8% | +6.1% |
| 1Y | +0.4% | -12.0% | +12.4% | +4.4% |
| 3Y | +29.9% | +1.8% | +28.1% | +24.0% |
| All | +13.7% | -16.1% | +29.9% | +16.2% |
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