+392.6%
STM vs CTSH
+37.6%
+355.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.2% | +5.7% |
| 7D | -10.7% | -0.6% | -10.1% | -10.8% |
| 30D | -25.7% | +13.4% | -39.1% | -31.7% |
| 3M | -21.6% | +14.4% | -36.0% | -29.4% |
| 6M | -27.8% | +27.7% | -55.5% | -42.1% |
| YTD | +61.8% | -20.6% | +82.4% | +73.5% |
| 1Y | +78.1% | -9.1% | +87.2% | +73.4% |
| 3Y | +4.9% | +3.1% | +1.8% | -7.5% |
| 5Y | -14.3% | -11.8% | -2.5% | -16.9% |
| All | +392.6% | +37.6% | +355.0% | +321.5% |
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