-7.6%
CTSH vs STZ
+14.7%
-22.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.3% | +1.7% |
| 7D | -0.9% | +13.0% | -13.9% | -3.8% |
| 30D | +13.1% | +29.4% | -16.3% | +7.4% |
| 3M | +17.9% | +11.6% | +6.3% | +14.4% |
| 6M | +28.5% | -0.2% | +28.7% | +24.5% |
| YTD | -19.3% | +8.6% | -27.9% | -23.9% |
| 1Y | -7.6% | +15.9% | -23.5% | -16.4% |
| All | -7.6% | +14.7% | -22.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling