+18.7%
CTSH vs SIRI
-11.0%
+29.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -9.8% | -3.0% | -6.8% | -9.2% |
| 30D | +0.1% | +1.3% | -1.2% | -0.3% |
| 3M | +13.2% | +5.6% | +7.6% | +11.8% |
| 6M | -6.2% | +35.2% | -41.4% | -12.6% |
| YTD | -28.5% | +49.1% | -77.5% | -34.8% |
| 1Y | -13.8% | +26.8% | -40.6% | -18.9% |
| 3Y | -13.7% | -23.7% | +10.0% | -13.8% |
| 5Y | -16.7% | -41.8% | +25.1% | -15.9% |
| All | +18.7% | -11.0% | +29.8% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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