+35,040.8%
CTSH vs SCCO
+28,446.8%
+6,594.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.3% |
| 7D | -4.2% | +1.7% | -5.9% | -4.8% |
| 30D | +3.9% | -18.1% | +22.0% | +9.5% |
| 3M | +10.2% | -12.8% | +23.0% | +12.9% |
| 6M | +35.3% | -8.5% | +43.8% | +33.9% |
| YTD | -21.8% | +23.9% | -45.7% | -32.3% |
| 1Y | -12.1% | +30.0% | -42.1% | -25.2% |
| 3Y | +2.0% | +175.2% | -173.2% | -35.8% |
| 5Y | -15.3% | +249.4% | -264.7% | -52.4% |
| 10Y | +35.7% | +703.4% | -667.7% | -46.7% |
| All | +35,040.8% | +28,446.8% | +6,594.0% | +3,378.4% |
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