+34.8%
CTSH vs STT
+198.3%
-163.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | +4.8% | -6.9% | -3.9% |
| 30D | +1.4% | +3.9% | -2.5% | -0.3% |
| 3M | +7.5% | -8.2% | +15.6% | +10.5% |
| 6M | +39.6% | +15.6% | +24.0% | +30.1% |
| YTD | -22.3% | +37.6% | -59.9% | -32.9% |
| 1Y | -12.0% | +50.1% | -62.1% | -26.6% |
| 3Y | +1.8% | +183.1% | -181.3% | -35.4% |
| 5Y | -15.8% | +104.8% | -120.7% | -41.2% |
| All | +34.8% | +198.3% | -163.4% | -23.7% |
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