+806.4%
SPYM vs CTSH
+533.9%
+272.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -1.0% |
| 7D | -0.6% | +1.8% | -2.4% | -1.2% |
| 30D | -3.7% | +9.8% | -13.5% | -6.9% |
| 3M | -2.7% | +12.1% | -14.9% | -7.1% |
| 6M | +2.2% | +27.4% | -25.2% | -7.9% |
| YTD | +10.9% | -20.3% | +31.2% | +15.5% |
| 1Y | +11.3% | -8.8% | +20.1% | +10.8% |
| 3Y | +76.8% | +4.0% | +72.8% | +66.8% |
| 5Y | +73.5% | -12.2% | +85.7% | +70.7% |
| 10Y | +307.9% | +38.7% | +269.2% | +239.0% |
| All | +806.4% | +533.9% | +272.4% | +345.1% |
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 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