+37.8%
CTSH vs STT
+211.9%
-174.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -3.0% |
| 7D | -2.3% | +0.9% | -3.2% | -2.8% |
| 30D | +7.4% | -2.3% | +9.8% | +8.1% |
| 3M | +10.9% | -7.0% | +17.9% | +13.5% |
| 6M | +24.7% | +15.5% | +9.2% | +16.2% |
| YTD | -22.0% | +35.6% | -57.6% | -32.2% |
| 1Y | -11.2% | +47.9% | -59.0% | -25.4% |
| 3Y | +3.9% | +181.1% | -177.2% | -33.9% |
| 5Y | -13.9% | +108.2% | -122.1% | -40.3% |
| 10Y | +37.8% | +201.0% | -163.2% | -19.9% |
| All | +37.8% | +211.9% | -174.1% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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