-12.1%
CTSH vs SAP
+70.5%
-82.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -0.6% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | +13.4% | +11.1% | +2.3% | +7.8% |
| 3M | +14.4% | +17.0% | -2.6% | +6.3% |
| 6M | +27.7% | +34.8% | -7.1% | +10.8% |
| YTD | -20.6% | -2.2% | -18.4% | -22.0% |
| 1Y | -9.1% | -6.4% | -2.7% | -9.0% |
| 3Y | +3.1% | +75.1% | -72.1% | -26.0% |
| All | -12.1% | +70.5% | -82.6% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling