+3.9%
CTSH vs SN
+659.6%
-655.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.0% |
| 7D | -0.6% | +7.2% | -7.8% | -1.3% |
| 30D | +13.4% | +20.4% | -7.0% | +11.4% |
| 3M | +14.4% | +23.9% | -9.5% | +12.0% |
| 6M | +27.7% | +93.0% | -65.3% | +19.7% |
| YTD | -20.6% | +99.2% | -119.9% | -26.0% |
| 1Y | -9.1% | +142.6% | -151.7% | -17.0% |
| 3Y | +3.1% | +398.8% | -395.7% | -5.1% |
| All | +3.9% | +659.6% | -655.7% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling