-13.8%
CTSH vs SITM
+140.9%
-154.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.4% |
| 7D | -9.8% | +4.8% | -14.6% | -9.4% |
| 30D | +0.1% | -9.7% | +9.8% | -0.5% |
| 3M | +13.2% | -9.3% | +22.6% | +13.9% |
| 6M | -6.2% | +69.5% | -75.7% | -7.3% |
| YTD | -28.5% | +70.5% | -99.0% | -29.5% |
| 1Y | -13.8% | +145.3% | -159.0% | -14.4% |
| All | -13.8% | +140.9% | -154.7% | -14.4% |
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