+3.1%
CTSH vs STLD
+105.6%
-102.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -0.6% | -11.1% | +10.5% | +1.2% |
| 30D | +13.4% | -4.8% | +18.2% | +13.9% |
| 3M | +14.4% | -14.6% | +29.0% | +17.0% |
| 6M | +27.7% | -7.4% | +35.1% | +28.3% |
| YTD | -20.6% | +32.6% | -53.2% | -27.3% |
| 1Y | -9.1% | +47.3% | -56.5% | -19.3% |
| 3Y | +3.1% | +107.5% | -104.5% | -18.4% |
| All | +3.1% | +105.6% | -102.6% | -18.4% |
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