+34,247.0%
CTSH vs STZ
+2,390.1%
+31,856.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | +12.4% | -1.9% | +14.2% | +13.0% |
| 3M | +17.4% | -6.2% | +23.6% | +19.6% |
| 6M | -3.1% | -14.0% | +10.9% | +0.9% |
| YTD | -23.6% | -5.1% | -18.4% | -23.4% |
| 1Y | -10.8% | -9.6% | -1.3% | -9.4% |
| 3Y | -8.3% | -47.2% | +38.9% | +8.7% |
| 5Y | -11.3% | -33.6% | +22.3% | -3.1% |
| 10Y | +22.6% | -9.8% | +32.4% | +17.2% |
| All | +34,247.0% | +2,390.1% | +31,856.9% | +13,180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling