+1.8%
CTSH vs SAN
+247.1%
-245.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -2.1% | +4.0% | -6.1% | -2.7% |
| 30D | +1.4% | -7.8% | +9.2% | +2.5% |
| 3M | +7.5% | -16.4% | +23.8% | +10.3% |
| 6M | +39.6% | +3.5% | +36.0% | +36.5% |
| YTD | -22.3% | +6.7% | -29.0% | -24.6% |
| 1Y | -12.0% | +14.5% | -26.4% | -15.9% |
| 3Y | +1.8% | +243.5% | -241.7% | -18.9% |
| All | +1.8% | +247.1% | -245.3% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling