+22.5%
CTSH vs STZ
-14.3%
+36.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.6% | +1.8% | -1.9% |
| 7D | -5.5% | -7.4% | +1.9% | -2.9% |
| 30D | +4.5% | -10.9% | +15.4% | +8.8% |
| 3M | +13.7% | -13.4% | +27.2% | +19.4% |
| 6M | -8.4% | -16.2% | +7.8% | -3.4% |
| YTD | -26.5% | -10.4% | -16.1% | -25.0% |
| 1Y | -13.9% | -14.8% | +0.8% | -10.8% |
| 3Y | -11.3% | -50.1% | +38.8% | +10.7% |
| 5Y | -14.8% | -38.8% | +23.9% | -3.7% |
| 10Y | +22.5% | -14.1% | +36.6% | +13.1% |
| All | +22.5% | -14.3% | +36.8% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling