+18.9%
CTSH vs SNAP
-77.2%
+96.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -3.2% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | +12.4% | +2.6% | +9.7% | +11.9% |
| 3M | +17.4% | -9.9% | +27.3% | +18.2% |
| 6M | -3.1% | +1.9% | -4.9% | -4.1% |
| YTD | -23.6% | -32.2% | +8.6% | -21.1% |
| 1Y | -10.8% | -22.8% | +12.0% | -9.5% |
| 3Y | -8.3% | -47.6% | +39.3% | -7.3% |
| 5Y | -11.3% | -92.7% | +81.4% | +2.0% |
| All | +18.9% | -77.2% | +96.1% | +1.6% |
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