-12.1%
CTSH vs STZ
-29.7%
+17.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | -0.6% | +4.9% | -5.5% | -2.0% |
| 30D | +13.4% | +20.9% | -7.5% | +7.8% |
| 3M | +14.4% | +8.0% | +6.4% | +11.9% |
| 6M | +27.7% | -5.3% | +33.0% | +28.6% |
| YTD | -20.6% | +5.9% | -26.5% | -23.4% |
| 1Y | -9.1% | +14.2% | -23.3% | -14.4% |
| 3Y | +3.1% | -37.0% | +40.0% | +14.6% |
| All | -12.1% | -29.7% | +17.7% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling