+40.2%
CTSH vs STZ
+9.8%
+30.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.1% |
| 7D | -0.6% | +4.9% | -5.5% | -2.4% |
| 30D | +13.4% | +20.9% | -7.5% | +6.0% |
| 3M | +14.4% | +8.0% | +6.4% | +11.3% |
| 6M | +27.7% | -5.3% | +33.0% | +29.8% |
| YTD | -20.6% | +5.9% | -26.5% | -23.7% |
| 1Y | -9.1% | +14.2% | -23.3% | -15.3% |
| 3Y | +3.1% | -37.0% | +40.0% | +18.0% |
| 5Y | -11.8% | -29.7% | +17.9% | -4.7% |
| All | +40.2% | +9.8% | +30.4% | +21.2% |
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