+2.5%
CTSH vs SO
+50.9%
-48.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -4.2% | -0.9% | -3.3% | -4.1% |
| 30D | +3.9% | +4.9% | -1.0% | +3.5% |
| 3M | +10.2% | +0.8% | +9.4% | +10.0% |
| 6M | +35.3% | +0.6% | +34.7% | +35.2% |
| YTD | -21.8% | +8.7% | -30.5% | -22.6% |
| 1Y | -12.1% | +4.0% | -16.1% | -12.4% |
| All | +2.5% | +50.9% | -48.4% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling