+35,575.5%
CTSH vs SAP
+496.6%
+35,078.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -0.9% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | +13.4% | +11.1% | +2.3% | +8.4% |
| 3M | +14.4% | +17.0% | -2.6% | +7.0% |
| 6M | +27.7% | +34.8% | -7.1% | +12.4% |
| YTD | -20.6% | -2.2% | -18.4% | -20.4% |
| 1Y | -9.1% | -6.4% | -2.7% | -7.1% |
| 3Y | +3.1% | +75.1% | -72.1% | -22.0% |
| 5Y | -11.8% | +69.8% | -81.6% | -33.4% |
| 10Y | +42.7% | +219.8% | -177.1% | -21.8% |
| All | +35,575.5% | +496.6% | +35,078.9% | +12,304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling