-9.3%
CTSH vs SUI
-25.7%
+16.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | +6.4% | +8.8% | -2.3% | +3.0% |
| 30D | +16.3% | +8.9% | +7.4% | +12.4% |
| 3M | +20.0% | +2.0% | +18.0% | +18.9% |
| 6M | +29.9% | -0.6% | +30.6% | +30.4% |
| YTD | -18.4% | +1.3% | -19.7% | -18.8% |
| 1Y | -8.9% | +1.3% | -10.1% | -9.4% |
| 3Y | +6.0% | +16.3% | -10.3% | -2.5% |
| 5Y | -9.3% | -25.1% | +15.8% | +2.3% |
| All | -9.3% | -25.7% | +16.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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