+1.8%
CTSH vs SBAC
-6.5%
+8.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -2.1% | +0.6% | -2.8% | -2.2% |
| 30D | +1.4% | +5.5% | -4.1% | +0.4% |
| 3M | +7.5% | +3.1% | +4.4% | +6.9% |
| 6M | +39.6% | -7.0% | +46.6% | +40.2% |
| YTD | -22.3% | +0.5% | -22.8% | -23.1% |
| 1Y | -12.0% | +0.2% | -12.2% | -12.8% |
| 3Y | +1.8% | -7.4% | +9.2% | +2.5% |
| All | +1.8% | -6.5% | +8.3% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling