+1,242.3%
CTSH vs SGI
+1,971.1%
-728.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -2.5% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | +7.4% | +6.6% | +0.9% | +5.6% |
| 3M | +10.9% | +1.8% | +9.1% | +10.2% |
| 6M | +24.7% | -3.9% | +28.5% | +24.6% |
| YTD | -22.0% | -25.2% | +3.3% | -17.8% |
| 1Y | -11.2% | -26.7% | +15.6% | -6.0% |
| 3Y | +3.9% | +86.8% | -82.9% | -13.8% |
| 5Y | -13.9% | +56.6% | -70.6% | -27.9% |
| 10Y | +37.8% | +384.3% | -346.5% | -20.7% |
| All | +1,242.3% | +1,971.1% | -728.8% | +313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling