+76.8%
SPYM vs CTSH
+5.7%
+71.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.7% |
| 7D | -0.6% | +1.8% | -2.4% | -0.9% |
| 30D | -3.7% | +9.8% | -13.5% | -5.3% |
| 3M | -2.7% | +12.1% | -14.9% | -5.0% |
| 6M | +2.2% | +27.4% | -25.2% | -2.6% |
| YTD | +10.9% | -20.3% | +31.2% | +21.6% |
| 1Y | +11.3% | -8.8% | +20.1% | +15.8% |
| 3Y | +76.8% | +4.0% | +72.8% | +75.3% |
| All | +76.8% | +5.7% | +71.2% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling