-10.8%
CTSH vs SRE
+4.7%
-15.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +12.4% | -0.7% | +13.1% | +12.2% |
| 3M | +17.4% | -6.3% | +23.7% | +15.2% |
| 6M | -3.1% | -10.7% | +7.6% | -5.3% |
| YTD | -23.6% | -3.5% | -20.1% | -24.8% |
| 1Y | -10.8% | +5.3% | -16.1% | -11.8% |
| All | -10.8% | +4.7% | -15.5% | -11.8% |
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