+311.5%
SPY vs CTSH
+18.8%
+292.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.8% |
| 7D | +0.5% | -5.5% | +6.0% | +2.6% |
| 30D | -0.9% | +4.5% | -5.5% | -2.7% |
| 3M | +3.9% | +13.7% | -9.9% | -2.4% |
| 6M | +14.5% | -8.4% | +22.9% | +16.5% |
| YTD | +12.9% | -26.5% | +39.4% | +25.0% |
| 1Y | +19.4% | -13.9% | +33.3% | +22.8% |
| 3Y | +78.5% | -11.3% | +89.8% | +78.9% |
| 5Y | +81.8% | -14.8% | +96.6% | +82.0% |
| 10Y | +311.5% | +22.5% | +289.0% | +255.0% |
| All | +311.5% | +18.8% | +292.7% | +255.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling