+18.7%
CTSH vs SYY
+114.2%
-95.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -9.8% | +1.5% | -11.3% | -10.3% |
| 30D | +0.1% | -2.3% | +2.4% | +0.9% |
| 3M | +13.2% | +5.5% | +7.7% | +11.1% |
| 6M | -6.2% | -1.0% | -5.2% | -6.8% |
| YTD | -28.5% | +14.1% | -42.6% | -33.0% |
| 1Y | -13.8% | +5.6% | -19.3% | -17.0% |
| 3Y | -13.7% | +27.9% | -41.6% | -23.4% |
| 5Y | -16.7% | +22.7% | -39.4% | -25.4% |
| All | +18.7% | +114.2% | -95.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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