+22.2%
CTSH vs SU
+267.2%
-245.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -3.7% | +2.2% | -5.9% | -4.2% |
| 30D | +3.7% | +8.4% | -4.7% | +1.7% |
| 3M | +17.9% | +12.1% | +5.8% | +14.6% |
| 6M | -2.6% | +19.7% | -22.3% | -7.2% |
| YTD | -26.4% | +58.4% | -84.8% | -34.5% |
| 1Y | -13.0% | +67.2% | -80.3% | -23.6% |
| 3Y | -11.2% | +125.0% | -136.2% | -28.6% |
| 5Y | -14.3% | +355.1% | -369.3% | -44.4% |
| All | +22.2% | +267.2% | -245.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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