-7.6%
CTSH vs SITM
+47.5%
-55.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -9.4% | +12.4% | +2.0% |
| 7D | -0.9% | -19.5% | +18.7% | -3.1% |
| 30D | +13.1% | -43.2% | +56.3% | +7.1% |
| 3M | +17.9% | -30.8% | +48.7% | +14.2% |
| 6M | +28.5% | -28.6% | +57.1% | +24.2% |
| YTD | -19.3% | +14.2% | -33.5% | -22.6% |
| 1Y | -7.6% | +44.4% | -52.0% | -11.5% |
| All | -7.6% | +47.5% | -55.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling