+10.6%
CTSH vs SITM
+3,319.5%
-3,308.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.4% | -0.6% |
| 7D | -2.6% | +6.6% | -9.3% | -3.3% |
| 30D | +0.9% | -15.3% | +16.2% | +1.8% |
| 3M | +6.9% | -35.4% | +42.3% | +10.0% |
| 6M | +38.8% | -46.8% | +85.6% | +43.8% |
| YTD | -22.7% | +25.9% | -48.6% | -29.9% |
| 1Y | -12.4% | +54.0% | -66.4% | -22.9% |
| 3Y | +1.3% | +315.6% | -314.3% | -29.0% |
| 5Y | -16.3% | +74.4% | -90.7% | -38.3% |
| All | +10.6% | +3,319.5% | -3,308.9% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling