-15.3%
CTSH vs SITM
+83.8%
-99.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -4.2% | +32.5% | -36.7% | -5.9% |
| 30D | +3.9% | -18.8% | +22.8% | +4.9% |
| 3M | +10.2% | -30.9% | +41.0% | +12.0% |
| 6M | +35.3% | -44.5% | +79.8% | +38.9% |
| YTD | -21.8% | +33.2% | -55.0% | -28.3% |
| 1Y | -12.1% | +53.8% | -66.0% | -21.0% |
| 3Y | +2.0% | +335.7% | -333.7% | -25.8% |
| All | -15.3% | +83.8% | -99.0% | -37.1% |
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