-17.1%
CTSH vs SYY
+22.4%
-39.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.0% | -3.6% |
| 7D | -8.2% | -0.2% | -8.0% | -8.1% |
| 30D | +0.4% | -2.7% | +3.1% | +1.3% |
| 3M | +10.6% | +5.9% | +4.7% | +8.5% |
| 6M | -8.8% | -2.3% | -6.5% | -8.7% |
| YTD | -28.6% | +13.1% | -41.7% | -33.3% |
| 1Y | -15.9% | +3.8% | -19.7% | -18.5% |
| 3Y | -13.9% | +26.7% | -40.6% | -25.1% |
| 5Y | -17.1% | +19.4% | -36.5% | -27.0% |
| All | -17.1% | +22.4% | -39.5% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling