-10.9%
CTSH vs SNPS
+17.0%
-28.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.4% | +1.8% | -2.3% |
| 7D | -2.7% | -11.0% | +8.3% | +0.1% |
| 30D | +12.4% | -1.7% | +14.1% | +12.5% |
| 3M | +17.4% | -20.4% | +37.7% | +23.4% |
| 6M | -3.1% | -8.6% | +5.5% | -2.3% |
| YTD | -23.6% | -16.2% | -7.4% | -21.4% |
| 1Y | -10.8% | -34.6% | +23.7% | -5.3% |
| 3Y | -8.3% | -14.5% | +6.2% | -16.5% |
| All | -10.9% | +17.0% | -28.0% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling