-13.9%
CTSH vs SIRI
-24.2%
+10.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -8.2% | -3.9% | -4.3% | -7.7% |
| 30D | +0.4% | -0.8% | +1.2% | +0.5% |
| 3M | +10.6% | +4.3% | +6.3% | +10.0% |
| 6M | -8.8% | +34.1% | -42.9% | -12.6% |
| YTD | -28.6% | +47.3% | -75.9% | -32.5% |
| 1Y | -15.9% | +22.9% | -38.8% | -18.7% |
| All | -13.9% | -24.2% | +10.3% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling