+3.1%
CTSH vs SAN
+235.5%
-232.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.4% |
| 7D | -0.6% | +4.9% | -5.5% | -1.3% |
| 30D | +13.4% | -13.0% | +26.4% | +15.7% |
| 3M | +14.4% | -18.9% | +33.3% | +18.1% |
| 6M | +27.7% | -4.1% | +31.9% | +26.8% |
| YTD | -20.6% | +2.6% | -23.2% | -22.4% |
| 1Y | -9.1% | +16.9% | -26.1% | -13.8% |
| 3Y | +3.1% | +239.1% | -236.0% | -20.0% |
| All | +3.1% | +235.5% | -232.4% | -20.0% |
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