+1.3%
CTSH vs SRE
+24.6%
-23.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -2.6% | +1.8% | -4.4% | -2.8% |
| 30D | +0.9% | -3.0% | +3.9% | +1.1% |
| 3M | +6.9% | -7.3% | +14.1% | +7.7% |
| 6M | +38.8% | -11.9% | +50.7% | +40.7% |
| YTD | -22.7% | -7.9% | -14.8% | -22.9% |
| 1Y | -12.4% | -11.1% | -1.3% | -11.8% |
| 3Y | +1.3% | +24.8% | -23.5% | -12.5% |
| All | +1.3% | +24.6% | -23.3% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling