-7.3%
CTSH vs STRL
+484.5%
-491.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.8% | -9.4% | -3.5% |
| 7D | -2.7% | +3.4% | -6.1% | -2.6% |
| 30D | +12.4% | -9.2% | +21.6% | +12.2% |
| 3M | +17.4% | -51.0% | +68.4% | +18.0% |
| 6M | -3.1% | +15.8% | -18.8% | -7.2% |
| YTD | -23.6% | +58.9% | -82.4% | -29.2% |
| 1Y | -10.8% | +68.5% | -79.3% | -18.6% |
| All | -7.3% | +484.5% | -491.8% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling