+35.7%
CTSH vs SAP
+236.1%
-200.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | -4.2% | -3.9% | -0.3% | -2.3% |
| 30D | +3.9% | +6.5% | -2.6% | +0.9% |
| 3M | +10.2% | +14.7% | -4.5% | +3.3% |
| 6M | +35.3% | +39.9% | -4.6% | +15.3% |
| YTD | -21.8% | -2.0% | -19.8% | -22.4% |
| 1Y | -12.1% | -6.0% | -6.1% | -11.1% |
| 3Y | +2.0% | +67.7% | -65.6% | -24.2% |
| 5Y | -15.3% | +78.8% | -94.1% | -40.7% |
| All | +35.7% | +236.1% | -200.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling