+34,247.0%
CTSH vs SIRI
-90.1%
+34,337.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -3.3% |
| 7D | -2.7% | +1.6% | -4.3% | -2.9% |
| 30D | +12.4% | -4.7% | +17.1% | +13.0% |
| 3M | +17.4% | +5.3% | +12.1% | +16.5% |
| 6M | -3.1% | +30.5% | -33.6% | -6.5% |
| YTD | -23.6% | +49.6% | -73.2% | -27.6% |
| 1Y | -10.8% | +28.5% | -39.3% | -14.0% |
| 3Y | -8.3% | -27.5% | +19.2% | -7.6% |
| 5Y | -11.3% | -44.7% | +33.3% | -9.6% |
| 10Y | +22.6% | -12.6% | +35.2% | +17.7% |
| All | +34,247.0% | -90.1% | +34,337.1% | +21,078.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling