+987.7%
SPY vs CTSH
+35,575.5%
-34,587.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.9% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -5.4% | +13.4% | -18.8% | -8.1% |
| 3M | -4.1% | +14.4% | -18.5% | -7.3% |
| 6M | +0.7% | +27.7% | -27.0% | -5.8% |
| YTD | +8.7% | -20.6% | +29.3% | +11.6% |
| 1Y | +10.9% | -9.1% | +20.0% | +10.6% |
| 3Y | +75.0% | +3.1% | +71.9% | +69.4% |
| 5Y | +67.8% | -11.8% | +79.6% | +66.6% |
| 10Y | +312.9% | +42.7% | +270.1% | +269.4% |
| All | +987.7% | +35,575.5% | -34,587.7% | +360.6% |
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