+27.7%
CTSH vs SAN
-4.1%
+31.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -3.1% |
| 7D | -0.6% | +4.9% | -5.5% | +0.3% |
| 30D | +13.4% | -13.0% | +26.4% | +10.2% |
| 3M | +14.4% | -18.9% | +33.3% | +10.4% |
| 6M | +27.7% | -4.1% | +31.9% | +23.8% |
| All | +27.7% | -4.1% | +31.9% | +23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling