+828.4%
SPYM vs CTSH
+507.7%
+320.7%
-54.5%
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% | +0.8% |
| 7D | +0.1% | -2.7% | +2.8% | +0.9% |
| 30D | +0.1% | +12.4% | -12.3% | -3.7% |
| 3M | +2.0% | +17.4% | -15.3% | -4.4% |
| 6M | +13.1% | -3.1% | +16.1% | +12.0% |
| YTD | +13.6% | -23.6% | +37.2% | +21.0% |
| 1Y | +20.1% | -10.8% | +30.9% | +21.0% |
| 3Y | +77.6% | -8.3% | +85.9% | +75.9% |
| 5Y | +82.5% | -11.3% | +93.9% | +80.5% |
| 10Y | +317.6% | +22.6% | +295.0% | +261.1% |
| All | +828.4% | +507.7% | +320.7% | +366.0% |
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 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