+34,247.0%
CTSH vs SYY
+1,185.7%
+33,061.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.1% |
| 7D | -2.7% | -2.3% | -0.4% | -1.8% |
| 30D | +12.4% | -4.9% | +17.3% | +14.5% |
| 3M | +17.4% | +8.4% | +9.0% | +13.7% |
| 6M | -3.1% | -7.4% | +4.3% | -1.3% |
| YTD | -23.6% | +11.0% | -34.6% | -28.0% |
| 1Y | -10.8% | -0.2% | -10.6% | -12.5% |
| 3Y | -8.3% | +23.8% | -32.1% | -18.3% |
| 5Y | -11.3% | +18.1% | -29.5% | -20.2% |
| 10Y | +22.6% | +94.6% | -72.0% | -17.1% |
| All | +34,247.0% | +1,185.7% | +33,061.3% | +8,920.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling