-14.8%
CTSH vs SAN
+381.9%
-396.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.7% |
| 7D | -5.5% | +3.3% | -8.8% | -6.3% |
| 30D | +4.5% | +1.1% | +3.4% | +4.2% |
| 3M | +13.7% | +22.2% | -8.5% | +7.0% |
| 6M | -8.4% | +36.0% | -44.4% | -16.9% |
| YTD | -26.5% | +28.2% | -54.7% | -32.3% |
| 1Y | -13.9% | +54.1% | -68.1% | -25.0% |
| 3Y | -11.3% | +354.2% | -365.6% | -45.9% |
| 5Y | -14.8% | +387.3% | -402.1% | -52.6% |
| All | -14.8% | +381.9% | -396.8% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling