+2.5%
CTSH vs SAP
+69.1%
-66.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.0% |
| 3M | +10.2% | +14.7% | -4.5% | +3.6% |
| 6M | +35.3% | +39.9% | -4.6% | +16.3% |
| YTD | -21.8% | -2.0% | -19.8% | -25.1% |
| 1Y | -12.1% | -6.0% | -6.1% | -14.7% |
| All | +2.5% | +69.1% | -66.6% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling