+34.8%
CTSH vs SIRI
-7.4%
+42.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | +1.4% | +21.1% | -19.7% | -2.9% |
| 3M | +7.5% | +14.7% | -7.3% | +4.0% |
| 6M | +39.6% | +22.9% | +16.6% | +33.0% |
| YTD | -22.3% | +65.7% | -88.1% | -31.0% |
| 1Y | -12.0% | +53.5% | -65.4% | -20.5% |
| 3Y | +1.8% | -23.0% | +24.8% | +2.6% |
| 5Y | -15.8% | -41.5% | +25.7% | -13.0% |
| All | +34.8% | -7.4% | +42.3% | +24.0% |
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