+9.4%
CTSH vs SITM
+4,608.4%
-4,599.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.5% | -10.2% | -4.3% |
| 7D | -2.7% | +9.7% | -12.4% | -3.7% |
| 30D | +12.4% | +12.7% | -0.3% | +10.1% |
| 3M | +17.4% | -13.4% | +30.8% | +17.0% |
| 6M | -3.1% | +59.6% | -62.7% | -12.2% |
| YTD | -23.6% | +73.3% | -96.9% | -32.0% |
| 1Y | -10.8% | +165.5% | -176.4% | -26.2% |
| 3Y | -8.3% | +368.7% | -377.0% | -35.2% |
| 5Y | -11.3% | +172.5% | -183.8% | -37.8% |
| All | +9.4% | +4,608.4% | -4,599.0% | -55.4% |
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 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