-10.8%
CTSH vs SCCO
+105.9%
-116.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | -2.7% | -5.3% | +2.6% | -3.2% |
| 30D | +12.4% | +0.9% | +11.5% | +12.6% |
| 3M | +17.4% | +2.4% | +15.0% | +18.6% |
| 6M | -3.1% | -2.4% | -0.7% | -2.0% |
| YTD | -23.6% | +42.4% | -66.0% | -25.0% |
| 1Y | -10.8% | +105.6% | -116.5% | -15.3% |
| All | -10.8% | +105.9% | -116.8% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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