-14.8%
CTSH vs SRE
+51.2%
-66.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.2% |
| 7D | -5.5% | +1.4% | -6.9% | -5.8% |
| 30D | +4.5% | +1.9% | +2.6% | +3.9% |
| 3M | +13.7% | -3.3% | +17.0% | +14.2% |
| 6M | -8.4% | -6.4% | -2.0% | -7.6% |
| YTD | -26.5% | -1.8% | -24.7% | -27.1% |
| 1Y | -13.9% | +10.7% | -24.7% | -18.3% |
| 3Y | -11.3% | +31.8% | -43.1% | -24.2% |
| 5Y | -14.8% | +49.2% | -64.1% | -30.0% |
| All | -14.8% | +51.2% | -66.0% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling