+3,426.5%
STX vs CTSH
+21.9%
+3,404.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.6% | +9.9% | +7.6% |
| 7D | +2.4% | -2.7% | +5.1% | +3.2% |
| 30D | +1.4% | +12.4% | -11.0% | -3.5% |
| 3M | -8.2% | +17.4% | -25.6% | -15.8% |
| 6M | +127.0% | -3.1% | +130.1% | +124.3% |
| YTD | +209.1% | -23.6% | +232.7% | +238.8% |
| 1Y | +365.4% | -10.8% | +376.3% | +369.2% |
| 3Y | +1,135.4% | -8.3% | +1,143.7% | +1,113.1% |
| 5Y | +991.5% | -11.3% | +1,002.8% | +976.4% |
| All | +3,426.5% | +21.9% | +3,404.6% | +2,774.5% |
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