+34,247.0%
CTSH vs SCCO
+33,297.4%
+949.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.7% | -5.3% | +2.6% | -1.1% |
| 30D | +12.4% | +2.7% | +9.7% | +11.1% |
| 3M | +17.4% | +4.2% | +13.2% | +13.9% |
| 6M | -3.1% | -0.6% | -2.4% | -6.2% |
| YTD | -23.6% | +45.0% | -68.5% | -36.0% |
| 1Y | -10.8% | +109.3% | -120.1% | -34.4% |
| 3Y | -8.3% | +180.8% | -189.1% | -41.6% |
| 5Y | -11.3% | +314.3% | -325.6% | -52.3% |
| 10Y | +22.6% | +1,083.3% | -1,060.7% | -57.2% |
| All | +34,247.0% | +33,297.4% | +949.6% | +3,188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling