-10.8%
CTSH vs STZ
-10.2%
-0.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | -2.7% | -1.9% | -0.8% | -2.5% |
| 30D | +12.4% | -1.9% | +14.2% | +12.7% |
| 3M | +17.4% | -6.2% | +23.6% | +18.0% |
| 6M | -3.1% | -14.0% | +10.9% | -2.8% |
| YTD | -23.6% | -5.1% | -18.4% | -25.3% |
| 1Y | -10.8% | -9.6% | -1.3% | -11.6% |
| All | -10.8% | -10.2% | -0.6% | -11.6% |
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