+34,247.0%
CTSH vs STRL
+59,775.7%
-25,528.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.8% | -9.4% | -4.1% |
| 7D | -2.7% | +3.4% | -6.1% | -3.0% |
| 30D | +12.4% | -9.2% | +21.6% | +13.1% |
| 3M | +17.4% | -51.0% | +68.4% | +23.6% |
| 6M | -3.1% | +15.8% | -18.8% | -8.3% |
| YTD | -23.6% | +58.9% | -82.4% | -30.3% |
| 1Y | -10.8% | +68.5% | -79.3% | -19.8% |
| 3Y | -8.3% | +485.2% | -493.5% | -29.6% |
| 5Y | -11.3% | +2,005.1% | -2,016.4% | -41.2% |
| 10Y | +22.6% | +7,118.0% | -7,095.3% | -30.6% |
| All | +34,247.0% | +59,775.7% | -25,528.7% | +18,765.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling