+35.7%
CTSH vs SAN
+267.7%
-232.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.2% |
| 7D | -4.2% | +1.0% | -5.2% | -4.6% |
| 30D | +3.9% | -9.4% | +13.3% | +6.8% |
| 3M | +10.2% | -17.1% | +27.3% | +16.2% |
| 6M | +35.3% | +2.2% | +33.1% | +32.0% |
| YTD | -21.8% | +6.0% | -27.8% | -25.3% |
| 1Y | -12.1% | +12.7% | -24.9% | -17.9% |
| 3Y | +2.0% | +242.1% | -240.1% | -37.2% |
| 5Y | -15.3% | +293.6% | -308.9% | -52.3% |
| All | +35.7% | +267.7% | -232.0% | -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