+49.3%
SOFI vs CTSH
-16.4%
+65.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | +0.5% |
| 7D | +0.9% | -2.7% | +3.6% | +2.5% |
| 30D | -0.2% | +12.4% | -12.5% | -6.8% |
| 3M | +6.2% | +17.4% | -11.1% | -6.0% |
| 6M | -2.6% | -3.1% | +0.5% | -1.5% |
| YTD | -30.4% | -23.6% | -6.8% | -17.3% |
| 1Y | -28.2% | -10.8% | -17.4% | -25.2% |
| 3Y | +107.3% | -8.3% | +115.6% | +110.1% |
| 5Y | +20.2% | -11.3% | +31.5% | +28.5% |
| All | +49.3% | -16.4% | +65.8% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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