+22.5%
CTSH vs SAN
+338.5%
-316.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.7% |
| 7D | -5.5% | +3.3% | -8.8% | -6.5% |
| 30D | +4.5% | +1.1% | +3.4% | +4.1% |
| 3M | +13.7% | +22.2% | -8.5% | +5.8% |
| 6M | -8.4% | +36.0% | -44.4% | -18.4% |
| YTD | -26.5% | +28.2% | -54.7% | -33.4% |
| 1Y | -13.9% | +54.1% | -68.1% | -26.9% |
| 3Y | -11.3% | +354.2% | -365.6% | -49.7% |
| 5Y | -14.8% | +387.3% | -402.1% | -54.7% |
| 10Y | +22.5% | +334.8% | -312.3% | -34.8% |
| All | +22.5% | +338.5% | -316.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling