+1.7%
CTSH vs SUNB
+13.3%
-11.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -1.5% |
| 7D | -4.2% | +7.1% | -11.3% | -2.8% |
| 30D | +3.9% | +5.4% | -1.5% | +5.2% |
| 3M | +10.2% | +1.7% | +8.5% | +10.9% |
| 6M | +35.3% | +14.1% | +21.2% | +41.3% |
| All | +1.7% | +13.3% | -11.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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