+26.4%
SOFI vs CTSH
-15.0%
+41.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -4.9% | -2.1% | -2.7% | -3.8% |
| 30D | +8.4% | +1.4% | +7.0% | +6.1% |
| 3M | -16.3% | +7.5% | -23.8% | -21.5% |
| 6M | +0.7% | +39.6% | -38.8% | -23.0% |
| YTD | -41.1% | -22.3% | -18.8% | -32.1% |
| 1Y | -45.7% | -12.0% | -33.7% | -43.6% |
| 3Y | +119.0% | +1.8% | +117.2% | +101.0% |
| 5Y | -32.2% | -15.8% | -16.4% | -26.3% |
| All | +26.4% | -15.0% | +41.4% | +35.4% |
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