+34.8%
CTSH vs STLD
+761.4%
-726.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.2% |
| 7D | -2.1% | +2.9% | -5.1% | -2.9% |
| 30D | +1.4% | -5.6% | +6.9% | +2.5% |
| 3M | +7.5% | -11.7% | +19.2% | +10.1% |
| 6M | +39.6% | -2.8% | +42.3% | +38.7% |
| YTD | -22.3% | +36.4% | -58.8% | -30.7% |
| 1Y | -12.0% | +50.0% | -62.0% | -23.6% |
| 3Y | +1.8% | +122.3% | -120.5% | -23.3% |
| 5Y | -15.8% | +273.2% | -289.0% | -47.8% |
| All | +34.8% | +761.4% | -726.6% | -37.7% |
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