+3.6%
CTSH vs STT
+183.8%
-180.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | +8.0% | -0.4% | +8.4% | +7.9% |
| 3M | +10.6% | -6.5% | +17.1% | +12.5% |
| 6M | +32.5% | +17.2% | +15.3% | +22.6% |
| YTD | -21.0% | +38.2% | -59.2% | -32.1% |
| 1Y | -9.9% | +49.3% | -59.2% | -25.2% |
| All | +3.6% | +183.8% | -180.2% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling