+32.5%
CTSH vs SRE
-13.6%
+46.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -1.0% |
| 7D | -2.1% | -5.6% | +3.6% | -4.3% |
| 30D | +8.0% | -4.5% | +12.4% | +6.1% |
| 3M | +10.6% | -7.7% | +18.3% | +6.9% |
| 6M | +32.5% | -14.4% | +46.9% | +23.2% |
| All | +32.5% | -13.6% | +46.1% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling