-17.1%
CTSH vs SITM
+164.5%
-181.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | -8.2% | +3.7% | -11.9% | -8.5% |
| 30D | +0.4% | -14.5% | +14.9% | +1.3% |
| 3M | +10.6% | -10.6% | +21.1% | +10.1% |
| 6M | -8.8% | +65.5% | -74.3% | -16.2% |
| YTD | -28.6% | +67.0% | -95.6% | -35.0% |
| 1Y | -15.9% | +138.6% | -154.5% | -27.3% |
| 3Y | -13.9% | +421.8% | -435.7% | -37.1% |
| 5Y | -17.1% | +172.4% | -189.5% | -40.6% |
| All | -17.1% | +164.5% | -181.6% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling