-10.9%
CTSH vs STT
+145.1%
-156.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -2.7% | +0.5% | -3.2% | -2.9% |
| 30D | +12.4% | +3.9% | +8.5% | +10.6% |
| 3M | +17.4% | +20.0% | -2.6% | +8.8% |
| 6M | -3.1% | +55.3% | -58.4% | -19.3% |
| YTD | -23.6% | +53.3% | -76.9% | -36.1% |
| 1Y | -10.8% | +74.7% | -85.5% | -29.3% |
| 3Y | -8.3% | +205.8% | -214.1% | -42.7% |
| All | -10.9% | +145.1% | -156.0% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling