+567.3%
STM vs CTSH
+35,729.8%
-35,162.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.4% |
| 7D | -7.9% | +1.8% | -9.7% | -8.7% |
| 30D | -14.1% | +9.8% | -23.9% | -17.8% |
| 3M | -17.6% | +12.1% | -29.7% | -22.6% |
| 6M | -24.2% | +27.4% | -51.6% | -34.2% |
| YTD | +73.3% | -20.3% | +93.6% | +75.4% |
| 1Y | +90.1% | -8.8% | +98.9% | +83.3% |
| 3Y | +10.3% | +4.0% | +6.3% | +1.8% |
| 5Y | -5.7% | -12.2% | +6.5% | -7.6% |
| 10Y | +444.1% | +38.7% | +405.4% | +361.1% |
| All | +567.3% | +35,729.8% | -35,162.5% | +56.0% |
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