-7.3%
CTSH vs SAN
+339.3%
-346.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.5% |
| 7D | -2.7% | +1.8% | -4.5% | -3.0% |
| 30D | +12.4% | +2.0% | +10.4% | +12.0% |
| 3M | +17.4% | +19.7% | -2.4% | +13.0% |
| 6M | -3.1% | +30.6% | -33.7% | -8.7% |
| YTD | -23.6% | +28.8% | -52.4% | -27.7% |
| 1Y | -10.8% | +57.8% | -68.6% | -19.3% |
| All | -7.3% | +339.3% | -346.6% | -27.4% |
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