+27,515.6%
CTSH vs SRE
+1,525.5%
+25,990.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +12.4% | -0.7% | +13.1% | +12.4% |
| 3M | +17.4% | -6.3% | +23.7% | +19.8% |
| 6M | -3.1% | -10.7% | +7.6% | +0.4% |
| YTD | -23.6% | -3.5% | -20.1% | -23.7% |
| 1Y | -10.8% | +5.3% | -16.1% | -14.6% |
| 3Y | -8.3% | +31.8% | -40.1% | -22.6% |
| 5Y | -11.3% | +47.4% | -58.7% | -29.7% |
| 10Y | +22.6% | +120.6% | -97.9% | -20.9% |
| All | +27,515.6% | +1,525.5% | +25,990.1% | +11,059.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling