-15.8%
CTSH vs SU
+230.1%
-245.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | -2.1% | +1.7% | -3.9% | -2.4% |
| 30D | +1.4% | -7.9% | +9.3% | +2.6% |
| 3M | +7.5% | +7.5% | -0.1% | +5.9% |
| 6M | +39.6% | +7.2% | +32.4% | +37.3% |
| YTD | -22.3% | +60.9% | -83.2% | -29.4% |
| 1Y | -12.0% | +63.6% | -75.6% | -20.3% |
| 3Y | +1.8% | +128.9% | -127.1% | -14.6% |
| All | -15.8% | +230.1% | -245.9% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling