-13.7%
CTSH vs SCHG
+84.7%
-98.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -9.8% | -2.7% | -7.0% | -8.5% |
| 30D | +0.1% | -2.2% | +2.3% | +1.3% |
| 3M | +13.2% | +6.2% | +7.1% | +9.6% |
| 6M | -6.2% | +13.4% | -19.6% | -12.6% |
| YTD | -28.5% | +7.1% | -35.6% | -31.1% |
| 1Y | -13.8% | +12.5% | -26.3% | -19.3% |
| All | -13.7% | +84.7% | -98.4% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling