+22.6%
CTSH vs SAP
+177.1%
-154.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | -2.7% | -2.9% | +0.2% | -1.3% |
| 30D | +12.4% | +9.0% | +3.4% | +7.8% |
| 3M | +17.4% | +14.9% | +2.4% | +9.7% |
| 6M | -3.1% | +11.9% | -15.0% | -8.6% |
| YTD | -23.6% | -9.9% | -13.7% | -21.2% |
| 1Y | -10.8% | -19.5% | +8.7% | -3.4% |
| 3Y | -8.3% | +61.8% | -70.1% | -30.7% |
| 5Y | -11.3% | +56.2% | -67.5% | -33.8% |
| All | +22.6% | +177.1% | -154.5% | -34.0% |
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