+111.7%
SPOT vs CTSH
-14.2%
+125.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -0.7% |
| 7D | -2.9% | -5.5% | +2.6% | -0.2% |
| 30D | +8.3% | +4.5% | +3.8% | +5.9% |
| 3M | +5.1% | +13.7% | -8.7% | -2.6% |
| 6M | -6.5% | -8.4% | +1.9% | -3.0% |
| YTD | -9.0% | -26.5% | +17.5% | +5.9% |
| 1Y | -26.4% | -13.9% | -12.5% | -22.4% |
| 3Y | +240.0% | -11.3% | +251.4% | +239.1% |
| 5Y | +111.7% | -14.8% | +126.6% | +127.1% |
| All | +111.7% | -14.2% | +125.9% | +127.1% |
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 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