+37.1%
CTSH vs STLA
+0.5%
+36.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.1% |
| 7D | -2.1% | -11.6% | +9.6% | +1.3% |
| 30D | +8.0% | -6.2% | +14.1% | +9.4% |
| 3M | +10.6% | -24.6% | +35.2% | +19.0% |
| 6M | +32.5% | -44.9% | +77.4% | +55.1% |
| YTD | -21.0% | -62.3% | +41.3% | +1.2% |
| 1Y | -9.9% | -61.8% | +51.9% | +14.6% |
| 3Y | +3.1% | -75.3% | +78.5% | +42.6% |
| 5Y | -13.4% | -72.5% | +59.1% | +11.7% |
| 10Y | +37.1% | +0.8% | +36.4% | +22.3% |
| All | +37.1% | +0.5% | +36.7% | +22.3% |
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