+35,575.5%
CTSH vs SAN
+315.3%
+35,260.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.9% |
| 7D | -0.6% | +4.9% | -5.5% | -2.4% |
| 30D | +13.4% | -13.0% | +26.4% | +19.1% |
| 3M | +14.4% | -18.9% | +33.3% | +23.1% |
| 6M | +27.7% | -4.1% | +31.9% | +27.5% |
| YTD | -20.6% | +2.6% | -23.2% | -23.7% |
| 1Y | -9.1% | +16.9% | -26.1% | -17.1% |
| 3Y | +3.1% | +239.1% | -236.0% | -40.3% |
| 5Y | -11.8% | +266.8% | -278.6% | -52.4% |
| 10Y | +42.7% | +246.0% | -203.3% | -28.2% |
| All | +35,575.5% | +315.3% | +35,260.1% | +15,219.6% |
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 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