+24.6%
CTSH vs SNPS
+560.2%
-535.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.7% |
| 7D | -5.5% | -5.5% | 0.0% | -3.7% |
| 30D | +4.5% | -5.8% | +10.3% | +6.1% |
| 3M | +13.7% | -17.2% | +30.9% | +20.2% |
| 6M | -8.4% | -10.4% | +2.0% | -6.8% |
| YTD | -26.5% | -16.5% | -10.0% | -23.6% |
| 1Y | -13.9% | -35.6% | +21.7% | -6.5% |
| 3Y | -11.3% | -14.6% | +3.3% | -20.2% |
| 5Y | -14.8% | +16.5% | -31.3% | -36.9% |
| All | +24.6% | +560.2% | -535.6% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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