-15.3%
CTSH vs SCCO
+251.9%
-267.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.8% |
| 7D | -4.2% | +1.7% | -5.9% | -4.4% |
| 30D | +3.9% | -18.1% | +22.0% | +5.9% |
| 3M | +10.2% | -12.8% | +23.0% | +11.1% |
| 6M | +35.3% | -8.5% | +43.8% | +34.6% |
| YTD | -21.8% | +23.9% | -45.7% | -28.8% |
| 1Y | -12.1% | +30.0% | -42.1% | -20.9% |
| 3Y | +2.0% | +175.2% | -173.2% | -28.3% |
| All | -15.3% | +251.9% | -267.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling