-2.8%
CTSH vs SE
+379.8%
-382.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -2.1% |
| 7D | -2.3% | +3.3% | -5.6% | -2.8% |
| 30D | +7.4% | -18.2% | +25.6% | +10.2% |
| 3M | +10.9% | -31.3% | +42.2% | +16.2% |
| 6M | +24.7% | -10.1% | +34.8% | +25.3% |
| YTD | -22.0% | -38.9% | +16.9% | -17.7% |
| 1Y | -11.2% | -48.0% | +36.9% | -4.4% |
| 3Y | +3.9% | +78.8% | -75.0% | -9.0% |
| 5Y | -13.9% | -77.1% | +63.2% | -5.3% |
| All | -2.8% | +379.8% | -382.5% | -38.2% |
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