+3,739.7%
SPGI vs CTSH
+34,247.0%
-30,507.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.8% |
| 7D | +0.1% | -2.7% | +2.8% | +0.8% |
| 30D | +8.4% | +12.4% | -4.0% | +5.5% |
| 3M | +11.8% | +17.4% | -5.5% | +7.2% |
| 6M | +5.7% | -3.1% | +8.8% | +5.7% |
| YTD | -9.7% | -23.6% | +13.9% | -4.8% |
| 1Y | -12.5% | -10.8% | -1.6% | -11.0% |
| 3Y | +21.8% | -8.3% | +30.1% | +22.6% |
| 5Y | +8.2% | -11.3% | +19.5% | +9.0% |
| 10Y | +309.5% | +22.6% | +286.9% | +281.5% |
| All | +3,739.7% | +34,247.0% | -30,507.3% | +1,852.4% |
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