+22.2%
CTSH vs SCHG
+459.0%
-436.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.2% |
| 7D | -3.7% | -1.0% | -2.7% | -2.9% |
| 30D | +3.7% | -1.3% | +5.0% | +4.8% |
| 3M | +17.9% | +5.4% | +12.5% | +12.8% |
| 6M | -2.6% | +14.4% | -17.1% | -13.0% |
| YTD | -26.4% | +8.0% | -34.4% | -31.2% |
| 1Y | -13.0% | +12.7% | -25.8% | -21.6% |
| 3Y | -11.2% | +85.6% | -96.8% | -48.2% |
| 5Y | -14.3% | +85.5% | -99.8% | -50.8% |
| All | +22.2% | +459.0% | -436.8% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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