+37.8%
CTSH vs STLA
+21.0%
+16.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.3% | -6.4% | +4.1% | -0.5% |
| 30D | +7.4% | -1.3% | +8.8% | +7.4% |
| 3M | +10.9% | -19.9% | +30.9% | +17.4% |
| 6M | +24.7% | -42.9% | +67.6% | +44.5% |
| YTD | -22.0% | -59.4% | +37.4% | -2.2% |
| 1Y | -11.2% | -56.8% | +45.7% | +9.0% |
| 3Y | +3.9% | -73.1% | +76.9% | +39.9% |
| 5Y | -13.9% | -70.1% | +56.1% | +8.3% |
| 10Y | +37.8% | +19.8% | +18.0% | +18.7% |
| All | +37.8% | +21.0% | +16.8% | +18.7% |
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