+21.0%
CTSH vs STRL
+7,055.3%
-7,034.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.7% |
| 7D | -8.2% | +8.2% | -16.4% | -9.0% |
| 30D | +0.4% | -6.3% | +6.7% | +0.8% |
| 3M | +10.6% | -41.2% | +51.8% | +15.3% |
| 6M | -8.8% | +20.4% | -29.2% | -16.9% |
| YTD | -28.6% | +61.7% | -90.3% | -38.7% |
| 1Y | -15.9% | +72.7% | -88.6% | -29.5% |
| 3Y | -13.9% | +530.9% | -544.8% | -46.7% |
| 5Y | -17.1% | +2,125.4% | -2,142.5% | -61.9% |
| 10Y | +21.0% | +7,301.3% | -7,280.3% | -59.2% |
| All | +21.0% | +7,055.3% | -7,034.3% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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