-10.8%
CTSH vs SN
+46.4%
-57.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.5% |
| 7D | -2.7% | -9.3% | +6.6% | -2.0% |
| 30D | +12.4% | -4.8% | +17.2% | +12.8% |
| 3M | +17.4% | +40.4% | -23.1% | +15.1% |
| 6M | -3.1% | +50.9% | -54.0% | -5.4% |
| YTD | -23.6% | +54.9% | -78.5% | -25.9% |
| 1Y | -10.8% | +43.0% | -53.9% | -16.1% |
| All | -10.8% | +46.4% | -57.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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