-12.1%
CTSH vs SE
-78.9%
+66.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | -0.6% | +2.0% | -2.6% | -0.9% |
| 30D | +13.4% | -20.0% | +33.4% | +16.2% |
| 3M | +14.4% | -31.8% | +46.2% | +19.3% |
| 6M | +27.7% | -15.9% | +43.6% | +29.4% |
| YTD | -20.6% | -40.6% | +20.0% | -16.4% |
| 1Y | -9.1% | -50.7% | +41.6% | -2.4% |
| 3Y | +3.1% | +70.3% | -67.2% | -7.3% |
| All | -12.1% | -78.9% | +66.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling