+6.0%
CTSH vs STLD
+104.7%
-98.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.6% | +8.7% | +2.4% |
| 7D | +6.4% | -12.5% | +18.9% | +8.7% |
| 30D | +16.3% | -6.8% | +23.1% | +17.3% |
| 3M | +20.0% | -16.4% | +36.4% | +23.2% |
| 6M | +29.9% | -6.1% | +36.1% | +30.1% |
| YTD | -18.4% | +32.0% | -50.3% | -25.3% |
| 1Y | -8.9% | +45.5% | -54.4% | -18.8% |
| All | +6.0% | +104.7% | -98.7% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling