+34,958.1%
CTSH vs SAN
+340.8%
+34,617.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.9% | -4.1% |
| 7D | -2.3% | +8.7% | -11.0% | -5.5% |
| 30D | +7.4% | -6.5% | +13.9% | +9.7% |
| 3M | +10.9% | -14.2% | +25.1% | +16.6% |
| 6M | +24.7% | +2.7% | +21.9% | +21.0% |
| YTD | -22.0% | +8.9% | -30.9% | -26.8% |
| 1Y | -11.2% | +23.4% | -34.5% | -20.7% |
| 3Y | +3.9% | +257.9% | -254.1% | -41.2% |
| 5Y | -13.9% | +297.8% | -311.7% | -55.0% |
| 10Y | +37.8% | +259.6% | -221.8% | -31.8% |
| All | +34,958.1% | +340.8% | +34,617.3% | +14,595.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling