+35.8%
CTSH vs STRL
+3,580.1%
-3,544.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.0% |
| 7D | -0.6% | -26.9% | +26.3% | +1.6% |
| 30D | +13.4% | -52.7% | +66.1% | +20.4% |
| 3M | +14.4% | -52.8% | +67.3% | +20.9% |
| 6M | +27.7% | -71.5% | +99.2% | +40.0% |
| YTD | -20.6% | -17.4% | -3.2% | -28.4% |
| 1Y | -9.1% | -35.0% | +25.8% | -15.1% |
| 3Y | +3.1% | +239.2% | -236.1% | -33.9% |
| 5Y | -11.8% | +830.2% | -841.9% | -56.0% |
| All | +35.8% | +3,580.1% | -3,544.3% | -52.2% |
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