+37.8%
CTSH vs SAN
+267.2%
-229.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.9% | -3.7% |
| 7D | -2.3% | +8.7% | -11.0% | -4.9% |
| 30D | +7.4% | -6.5% | +13.9% | +9.3% |
| 3M | +10.9% | -14.2% | +25.1% | +15.7% |
| 6M | +24.7% | +2.7% | +21.9% | +21.6% |
| YTD | -22.0% | +8.9% | -30.9% | -26.1% |
| 1Y | -11.2% | +23.4% | -34.5% | -19.4% |
| 3Y | +3.9% | +257.9% | -254.1% | -37.0% |
| 5Y | -13.9% | +297.8% | -311.7% | -51.6% |
| 10Y | +37.8% | +259.6% | -221.8% | -22.7% |
| All | +37.8% | +267.2% | -229.5% | -22.7% |
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