-10.9%
CTSH vs SBAC
-43.7%
+32.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +12.4% | +6.9% | +5.4% | +10.5% |
| 3M | +17.4% | -8.2% | +25.6% | +19.5% |
| 6M | -3.1% | -1.6% | -1.4% | -3.4% |
| YTD | -23.6% | -0.1% | -23.5% | -24.4% |
| 1Y | -10.8% | -0.5% | -10.4% | -11.8% |
| 3Y | -8.3% | -9.1% | +0.8% | -8.9% |
| All | -10.9% | -43.7% | +32.7% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling