-13.7%
CTSH vs SU
+120.3%
-134.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -9.8% | +1.7% | -11.4% | -10.0% |
| 30D | +0.1% | +9.6% | -9.5% | -1.1% |
| 3M | +13.2% | +11.7% | +1.5% | +11.3% |
| 6M | -6.2% | +21.9% | -28.1% | -9.3% |
| YTD | -28.5% | +58.6% | -87.1% | -33.9% |
| 1Y | -13.8% | +66.5% | -80.3% | -21.1% |
| All | -13.7% | +120.3% | -134.0% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling