+22.0%
CTSH vs STLD
+1,105.0%
-1,083.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.2% |
| 7D | -2.7% | +3.1% | -5.9% | -3.6% |
| 30D | +12.4% | -9.0% | +21.3% | +14.8% |
| 3M | +17.4% | -12.4% | +29.7% | +20.9% |
| 6M | -3.1% | +25.5% | -28.6% | -10.1% |
| YTD | -23.6% | +43.6% | -67.2% | -32.2% |
| 1Y | -10.8% | +87.2% | -98.0% | -26.9% |
| 3Y | -8.3% | +135.2% | -143.5% | -31.4% |
| 5Y | -11.3% | +290.9% | -302.2% | -45.0% |
| All | +22.0% | +1,105.0% | -1,083.0% | -46.2% |
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