+34.8%
CTSH vs SCCO
+682.0%
-647.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.1% |
| 7D | -2.1% | -1.9% | -0.2% | -1.8% |
| 30D | +1.4% | -17.4% | +18.8% | +5.0% |
| 3M | +7.5% | -11.7% | +19.1% | +8.9% |
| 6M | +39.6% | -12.1% | +51.7% | +39.8% |
| YTD | -22.3% | +20.9% | -43.2% | -31.0% |
| 1Y | -12.0% | +31.3% | -43.3% | -23.8% |
| 3Y | +1.8% | +170.3% | -168.5% | -33.4% |
| 5Y | -15.8% | +240.8% | -256.6% | -50.9% |
| All | +34.8% | +682.0% | -647.2% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling