-12.1%
CTSH vs STRL
+779.4%
-791.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -2.8% |
| 7D | -0.6% | -26.9% | +26.3% | -0.5% |
| 30D | +13.4% | -52.7% | +66.1% | +14.2% |
| 3M | +14.4% | -52.8% | +67.3% | +15.1% |
| 6M | +27.7% | -71.5% | +99.2% | +30.6% |
| YTD | -20.6% | -17.4% | -3.2% | -28.5% |
| 1Y | -9.1% | -35.0% | +25.8% | -15.8% |
| 3Y | +3.1% | +239.2% | -236.1% | -30.8% |
| All | -12.1% | +779.4% | -791.4% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling