+1,036.5%
SPY vs CTSH
+34,247.0%
-33,210.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.4% |
| 7D | +0.1% | -2.7% | +2.8% | +0.7% |
| 30D | +0.1% | +12.4% | -12.3% | -2.4% |
| 3M | +2.0% | +17.4% | -15.4% | -2.2% |
| 6M | +13.0% | -3.1% | +16.1% | +12.3% |
| YTD | +13.5% | -23.6% | +37.1% | +18.1% |
| 1Y | +20.0% | -10.8% | +30.8% | +20.6% |
| 3Y | +77.2% | -8.3% | +85.5% | +76.5% |
| 5Y | +81.9% | -11.3% | +93.2% | +81.4% |
| 10Y | +314.1% | +22.6% | +291.4% | +281.9% |
| All | +1,036.5% | +34,247.0% | -33,210.5% | +387.5% |
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