+22.6%
CTSH vs SO
+154.8%
-132.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +12.4% | -4.6% | +16.9% | +14.6% |
| 3M | +17.4% | -3.0% | +20.4% | +18.8% |
| 6M | -3.1% | -8.3% | +5.2% | +0.1% |
| YTD | -23.6% | +3.5% | -27.1% | -25.5% |
| 1Y | -10.8% | -0.9% | -9.9% | -11.6% |
| 3Y | -8.3% | +45.4% | -53.6% | -26.1% |
| 5Y | -11.3% | +59.6% | -70.9% | -33.4% |
| All | +22.6% | +154.8% | -132.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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