+27,825.8%
CTSH vs SRE
+1,451.4%
+26,374.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -2.6% | +1.8% | -4.4% | -3.4% |
| 30D | +0.9% | -3.0% | +3.9% | +2.0% |
| 3M | +6.9% | -7.3% | +14.1% | +9.7% |
| 6M | +38.8% | -11.9% | +50.7% | +44.7% |
| YTD | -22.7% | -7.9% | -14.8% | -21.6% |
| 1Y | -12.4% | -11.1% | -1.3% | -9.8% |
| 3Y | +1.3% | +24.8% | -23.5% | -12.7% |
| 5Y | -16.3% | +52.4% | -68.6% | -34.7% |
| 10Y | +34.1% | +127.9% | -93.8% | -14.7% |
| All | +27,825.8% | +1,451.4% | +26,374.4% | +11,372.1% |
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