-7.6%
CTSH vs SN
+156.5%
-164.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.1% | +2.7% |
| 7D | -0.9% | +10.6% | -11.5% | -1.9% |
| 30D | +13.1% | +20.0% | -6.9% | +11.0% |
| 3M | +17.9% | +30.4% | -12.5% | +14.6% |
| 6M | +28.5% | +91.0% | -62.5% | +20.5% |
| YTD | -19.3% | +95.9% | -115.2% | -25.0% |
| 1Y | -7.6% | +158.9% | -166.5% | -18.6% |
| All | -7.6% | +156.5% | -164.1% | -18.6% |
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