-10.8%
CTSH vs SBAC
-0.1%
-10.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.3% | +3.0% | -5.3% | -2.9% |
| 30D | +7.4% | +4.3% | +3.1% | +6.4% |
| 3M | +10.9% | +4.1% | +6.8% | +10.2% |
| 6M | +24.7% | -11.6% | +36.3% | +24.2% |
| YTD | -22.0% | +0.4% | -22.4% | -23.9% |
| All | -10.8% | -0.1% | -10.6% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling