+2.1%
CTSH vs SN
+681.9%
-679.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -2.0% |
| 7D | -2.3% | +7.6% | -9.9% | -3.0% |
| 30D | +7.4% | +24.1% | -16.6% | +5.2% |
| 3M | +10.9% | +23.7% | -12.8% | +8.5% |
| 6M | +24.7% | +105.5% | -80.9% | +16.2% |
| YTD | -22.0% | +105.1% | -127.1% | -27.5% |
| 1Y | -11.2% | +148.3% | -159.4% | -19.0% |
| 3Y | +3.9% | +438.7% | -434.8% | -4.3% |
| All | +2.1% | +681.9% | -679.8% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling