+22.5%
CTSH vs STRL
+7,463.3%
-7,440.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.2% | -7.1% | -4.2% |
| 7D | -5.5% | +10.1% | -15.6% | -6.4% |
| 30D | +4.5% | -8.2% | +12.7% | +5.1% |
| 3M | +13.7% | -43.7% | +57.4% | +19.3% |
| 6M | -8.4% | +27.1% | -35.5% | -17.2% |
| YTD | -26.5% | +64.0% | -90.5% | -36.9% |
| 1Y | -13.9% | +75.2% | -89.1% | -28.0% |
| 3Y | -11.3% | +539.9% | -551.2% | -45.2% |
| 5Y | -14.8% | +2,133.0% | -2,147.8% | -60.9% |
| 10Y | +22.5% | +7,178.3% | -7,155.7% | -58.3% |
| All | +22.5% | +7,463.3% | -7,440.7% | -58.3% |
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