+37.8%
CTSH vs STLD
+779.4%
-741.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.3% |
| 7D | -2.3% | -9.7% | +7.4% | +0.2% |
| 30D | +7.4% | -4.5% | +12.0% | +8.3% |
| 3M | +10.9% | -13.1% | +24.0% | +14.1% |
| 6M | +24.7% | -2.8% | +27.4% | +23.8% |
| YTD | -22.0% | +35.3% | -57.3% | -30.2% |
| 1Y | -11.2% | +51.4% | -62.5% | -23.1% |
| 3Y | +3.9% | +117.9% | -114.1% | -21.3% |
| 5Y | -13.9% | +272.6% | -286.5% | -46.6% |
| 10Y | +37.8% | +782.2% | -744.4% | -32.8% |
| All | +37.8% | +779.4% | -741.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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