+38.7%
CTSH vs STRL
+3,927.3%
-3,888.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +1.8% | -19.8% | +21.7% | +3.3% |
| 30D | +9.8% | -43.6% | +53.4% | +14.7% |
| 3M | +12.1% | -45.2% | +57.3% | +16.9% |
| 6M | +27.4% | -65.7% | +93.1% | +37.3% |
| YTD | -20.3% | -5.4% | -14.8% | -29.1% |
| 1Y | -8.8% | -24.7% | +15.9% | -16.1% |
| 3Y | +4.0% | +335.0% | -331.0% | -35.7% |
| 5Y | -12.2% | +915.3% | -927.5% | -56.7% |
| 10Y | +38.7% | +3,877.5% | -3,838.8% | -55.4% |
| All | +38.7% | +3,927.3% | -3,888.5% | -55.4% |
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