-10.9%
CTSH vs STLA
-62.4%
+51.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.9% |
| 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% | +25.5% |
| 6M | -3.1% | -25.6% | +22.5% | +3.3% |
| YTD | -23.6% | -48.9% | +25.4% | -11.3% |
| 1Y | -10.8% | -38.8% | +27.9% | -2.7% |
| 3Y | -8.3% | -64.5% | +56.2% | +10.9% |
| All | -10.9% | -62.4% | +51.4% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling