+5.3%
CTSH vs SITM
+4,789.7%
-4,784.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.7% | +2.3% |
| 7D | -3.7% | +3.9% | -7.6% | -4.1% |
| 30D | +3.7% | -6.6% | +10.3% | +4.1% |
| 3M | +17.9% | -11.9% | +29.8% | +17.6% |
| 6M | -2.6% | +81.1% | -83.8% | -13.1% |
| YTD | -26.4% | +80.0% | -106.4% | -34.8% |
| 1Y | -13.0% | +145.8% | -158.9% | -27.1% |
| 3Y | -11.2% | +475.9% | -487.1% | -39.1% |
| 5Y | -14.3% | +189.2% | -203.5% | -40.3% |
| All | +5.3% | +4,789.7% | -4,784.4% | -57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling