+661.5%
STM vs CTSH
+21.9%
+639.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +3.7% |
| 7D | +5.8% | -2.7% | +8.5% | +7.2% |
| 30D | -1.0% | +12.4% | -13.4% | -7.3% |
| 3M | -33.3% | +17.4% | -50.6% | -40.9% |
| 6M | +57.4% | -3.1% | +60.4% | +52.8% |
| YTD | +102.2% | -23.6% | +125.8% | +126.7% |
| 1Y | +99.6% | -10.8% | +110.4% | +100.6% |
| 3Y | +14.5% | -8.3% | +22.8% | +12.3% |
| 5Y | +21.4% | -11.3% | +32.7% | +20.3% |
| All | +661.5% | +21.9% | +639.6% | +566.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling