+38.4%
CTSH vs SRE
+121.0%
-82.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +1.8% | -8.2% | +10.0% | +5.2% |
| 30D | +9.8% | -3.6% | +13.4% | +11.3% |
| 3M | +12.1% | -6.3% | +18.4% | +14.4% |
| 6M | +27.4% | -13.0% | +40.4% | +33.3% |
| YTD | -20.3% | -9.2% | -11.1% | -18.8% |
| 1Y | -8.8% | -13.1% | +4.3% | -5.3% |
| 3Y | +4.0% | +22.4% | -18.4% | -11.6% |
| 5Y | -12.2% | +47.1% | -59.3% | -33.3% |
| All | +38.4% | +121.0% | -82.7% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling