-5.8%
STM vs CTSH
-13.6%
+7.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +1.4% | -2.1% | +3.5% | +1.9% |
| 30D | -8.4% | +8.0% | -16.3% | -11.5% |
| 3M | -15.8% | +10.6% | -26.4% | -20.3% |
| 6M | -22.8% | +32.5% | -55.3% | -34.4% |
| YTD | +79.4% | -21.0% | +100.3% | +107.2% |
| 1Y | +97.0% | -9.9% | +106.9% | +106.5% |
| 3Y | +14.2% | +3.1% | +11.1% | +7.2% |
| All | -5.8% | -13.6% | +7.8% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling