-8.4%
CTSH vs SE
+597.4%
-605.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.0% |
| 7D | -5.5% | +0.6% | -6.1% | -5.6% |
| 30D | +4.5% | -0.1% | +4.6% | +4.3% |
| 3M | +13.7% | +34.1% | -20.4% | +8.7% |
| 6M | -8.4% | +23.2% | -31.6% | -11.8% |
| YTD | -26.5% | -11.2% | -15.3% | -26.1% |
| 1Y | -13.9% | -40.5% | +26.6% | -8.9% |
| 3Y | -11.3% | +196.3% | -207.6% | -27.7% |
| 5Y | -14.8% | -67.0% | +52.2% | -10.8% |
| All | -8.4% | +597.4% | -605.8% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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