+27.4%
CTSH vs STLA
+52.7%
-25.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.0% |
| 7D | -2.7% | +2.6% | -5.3% | -3.4% |
| 30D | +12.4% | -1.2% | +13.6% | +12.6% |
| 3M | +17.4% | -24.8% | +42.1% | +26.6% |
| 6M | -3.1% | -25.6% | +22.5% | +4.2% |
| YTD | -23.6% | -48.9% | +25.4% | -9.9% |
| 1Y | -10.8% | -38.8% | +27.9% | -1.5% |
| 3Y | -8.3% | -64.5% | +56.2% | +14.0% |
| 5Y | -11.3% | -62.4% | +51.1% | +4.8% |
| All | +27.4% | +52.7% | -25.2% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling