+37.8%
CTSH vs SBAC
+97.3%
-59.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -2.3% | +3.0% | -5.3% | -3.2% |
| 30D | +7.4% | +4.3% | +3.1% | +5.8% |
| 3M | +10.9% | +4.1% | +6.8% | +9.1% |
| 6M | +24.7% | -11.6% | +36.3% | +29.1% |
| YTD | -22.0% | +0.4% | -22.4% | -23.5% |
| 1Y | -11.2% | -1.1% | -10.0% | -12.5% |
| 3Y | +3.9% | -7.3% | +11.1% | +1.9% |
| 5Y | -13.9% | -40.8% | +26.8% | -1.0% |
| 10Y | +37.8% | +103.0% | -65.2% | +6.8% |
| All | +37.8% | +97.3% | -59.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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