-7.6%
CTSH vs SRE
-7.5%
-0.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +5.9% | +2.0% |
| 7D | -0.9% | -2.1% | +1.2% | -1.6% |
| 30D | +13.1% | +6.1% | +7.0% | +15.7% |
| 3M | +17.9% | -3.5% | +21.4% | +16.3% |
| 6M | +28.5% | -10.8% | +39.3% | +24.1% |
| YTD | -19.3% | -4.0% | -15.3% | -20.8% |
| 1Y | -7.6% | -7.7% | 0.0% | -8.7% |
| All | -7.6% | -7.5% | -0.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling