+22.5%
CTSH vs SGI
+261.3%
-238.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -5.5% | +9.3% | -14.8% | -7.4% |
| 30D | +4.5% | +6.9% | -2.4% | +2.9% |
| 3M | +13.7% | +2.8% | +10.9% | +12.2% |
| 6M | -8.4% | -12.6% | +4.2% | -6.8% |
| YTD | -26.5% | -21.5% | -5.0% | -23.4% |
| 1Y | -13.9% | -18.8% | +4.8% | -11.3% |
| 3Y | -11.3% | +60.8% | -72.2% | -23.5% |
| 5Y | -14.8% | +60.0% | -74.9% | -28.8% |
| 10Y | +22.5% | +267.8% | -245.3% | -24.6% |
| All | +22.5% | +261.3% | -238.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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