-10.8%
CTSH vs SE
-49.0%
+38.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -1.9% |
| 7D | -2.3% | +3.3% | -5.6% | -2.5% |
| 30D | +7.4% | -18.2% | +25.6% | +9.3% |
| 3M | +10.9% | -31.3% | +42.2% | +14.8% |
| 6M | +24.7% | -10.1% | +34.8% | +26.1% |
| YTD | -22.0% | -38.9% | +16.9% | -19.0% |
| All | -10.8% | -49.0% | +38.2% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling