+37.8%
CTSH vs STRL
+4,310.8%
-4,273.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +15.0% | -16.7% | -3.0% |
| 7D | -2.3% | -13.3% | +11.1% | -1.6% |
| 30D | +7.4% | -43.3% | +50.8% | +12.2% |
| 3M | +10.9% | -46.9% | +57.8% | +16.1% |
| 6M | +24.7% | -65.6% | +90.3% | +34.3% |
| YTD | -22.0% | -5.1% | -16.9% | -30.6% |
| 1Y | -11.2% | -23.1% | +11.9% | -18.5% |
| 3Y | +3.9% | +346.8% | -343.0% | -36.2% |
| 5Y | -13.9% | +907.2% | -921.1% | -57.5% |
| 10Y | +37.8% | +3,988.2% | -3,950.4% | -56.5% |
| All | +37.8% | +4,310.8% | -4,273.0% | -56.5% |
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