+34,247.0%
CTSH vs SAN
+421.7%
+33,825.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -2.7% | +1.8% | -4.5% | -3.4% |
| 30D | +12.4% | +2.0% | +10.4% | +11.4% |
| 3M | +17.4% | +19.7% | -2.4% | +8.5% |
| 6M | -3.1% | +30.6% | -33.7% | -14.2% |
| YTD | -23.6% | +28.8% | -52.4% | -32.2% |
| 1Y | -10.8% | +57.8% | -68.6% | -27.2% |
| 3Y | -8.3% | +338.1% | -346.4% | -51.7% |
| 5Y | -11.3% | +384.2% | -395.5% | -56.9% |
| 10Y | +22.6% | +353.1% | -330.5% | -44.4% |
| All | +34,247.0% | +421.7% | +33,825.3% | +13,506.4% |
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 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