-13.9%
CTSH vs SYY
+26.6%
-40.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.0% | -3.3% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | +0.4% | -2.7% | +3.1% | +0.9% |
| 3M | +10.6% | +5.9% | +4.7% | +9.5% |
| 6M | -8.8% | -2.3% | -6.5% | -8.5% |
| YTD | -28.6% | +13.1% | -41.7% | -32.1% |
| 1Y | -15.9% | +3.8% | -19.7% | -17.6% |
| All | -13.9% | +26.6% | -40.5% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling