+37.8%
CTSH vs SAP
+228.4%
-190.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.6% |
| 7D | -2.3% | +1.6% | -3.9% | -3.1% |
| 30D | +7.4% | +10.5% | -3.1% | +2.4% |
| 3M | +10.9% | +15.2% | -4.2% | +3.8% |
| 6M | +24.7% | +36.7% | -12.0% | +7.5% |
| YTD | -22.0% | -0.6% | -21.4% | -23.1% |
| 1Y | -11.2% | -4.1% | -7.0% | -11.0% |
| 3Y | +3.9% | +73.2% | -69.4% | -24.0% |
| 5Y | -13.9% | +74.1% | -88.1% | -38.9% |
| 10Y | +37.8% | +222.9% | -185.2% | -30.2% |
| All | +37.8% | +228.4% | -190.6% | -30.2% |
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