-12.7%
CTSH vs SRE
+47.8%
-60.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +1.8% | -8.2% | +10.0% | +3.8% |
| 30D | +9.8% | -3.6% | +13.4% | +10.6% |
| 3M | +12.1% | -6.3% | +18.4% | +13.4% |
| 6M | +27.4% | -13.0% | +40.4% | +30.9% |
| YTD | -20.3% | -9.2% | -11.1% | -19.6% |
| 1Y | -8.8% | -13.1% | +4.3% | -6.8% |
| 3Y | +4.0% | +22.4% | -18.4% | -10.2% |
| All | -12.7% | +47.8% | -60.4% | -32.3% |
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