+187.3%
CTSH vs STLA
+263.8%
-76.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.9% |
| 7D | -2.7% | +2.6% | -5.3% | -3.3% |
| 30D | +12.4% | -1.2% | +13.6% | +12.6% |
| 3M | +17.4% | -24.8% | +42.1% | +24.6% |
| 6M | -3.1% | -25.6% | +22.5% | +2.6% |
| YTD | -23.6% | -48.9% | +25.4% | -13.1% |
| 1Y | -10.8% | -38.8% | +27.9% | -3.4% |
| 3Y | -8.3% | -64.5% | +56.2% | +8.8% |
| 5Y | -11.3% | -62.4% | +51.1% | +1.8% |
| 10Y | +22.6% | +55.4% | -32.8% | +5.0% |
| All | +187.3% | +263.8% | -76.5% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling