+23.5%
CTSH vs SNAP
-79.3%
+102.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.2% | -2.4% |
| 7D | -0.6% | -7.1% | +6.5% | +0.1% |
| 30D | +13.4% | -14.6% | +28.0% | +15.1% |
| 3M | +14.4% | -5.0% | +19.4% | +14.7% |
| 6M | +27.7% | -18.8% | +46.5% | +29.7% |
| YTD | -20.6% | -38.5% | +17.9% | -17.4% |
| 1Y | -9.1% | -38.1% | +28.9% | -5.6% |
| 3Y | +3.1% | -53.8% | +56.9% | +5.6% |
| 5Y | -11.8% | -90.7% | +78.9% | -0.9% |
| All | +23.5% | -79.3% | +102.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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