+28,455.2%
CTSH vs SRE
+1,425.7%
+27,029.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.1% | -5.6% | +3.6% | +0.3% |
| 30D | +8.0% | -4.5% | +12.4% | +9.9% |
| 3M | +10.6% | -7.7% | +18.3% | +13.7% |
| 6M | +32.5% | -14.4% | +46.9% | +39.9% |
| YTD | -21.0% | -9.4% | -11.6% | -19.2% |
| 1Y | -9.9% | -13.8% | +3.9% | -6.0% |
| 3Y | +3.1% | +22.2% | -19.0% | -10.3% |
| 5Y | -13.4% | +50.5% | -63.9% | -32.1% |
| 10Y | +37.1% | +124.1% | -87.0% | -12.1% |
| All | +28,455.2% | +1,425.7% | +27,029.5% | +11,713.7% |
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