+35,575.5%
CTSH vs STT
+716.8%
+34,858.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -0.6% | -2.5% | +1.9% | +0.3% |
| 30D | +13.4% | -5.0% | +18.4% | +15.3% |
| 3M | +14.4% | -10.5% | +24.9% | +18.7% |
| 6M | +27.7% | +10.0% | +17.7% | +21.9% |
| YTD | -20.6% | +30.7% | -51.3% | -29.3% |
| 1Y | -9.1% | +43.8% | -52.9% | -22.0% |
| 3Y | +3.1% | +168.1% | -165.0% | -31.0% |
| 5Y | -11.8% | +101.4% | -113.2% | -36.1% |
| 10Y | +42.7% | +211.3% | -168.6% | -18.1% |
| All | +35,575.5% | +716.8% | +34,858.6% | +7,446.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling