-18.8%
CTSH vs SARO
-22.5%
+3.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.6% |
| 7D | -3.7% | -3.1% | -0.6% | -3.2% |
| 30D | +3.7% | -12.2% | +15.9% | +6.0% |
| 3M | +17.9% | -7.4% | +25.3% | +18.2% |
| 6M | -2.6% | -15.3% | +12.6% | -0.7% |
| YTD | -26.4% | -16.2% | -10.2% | -24.8% |
| 1Y | -13.0% | -12.1% | -0.9% | -12.5% |
| All | -18.8% | -22.5% | +3.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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