+2,071.0%
STX vs CTSH
+39.1%
+2,031.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.7% | +11.5% | +10.4% |
| 7D | -14.8% | -2.3% | -12.5% | -14.3% |
| 30D | -35.4% | +7.4% | -42.8% | -37.7% |
| 3M | -37.7% | +10.9% | -48.6% | -41.4% |
| 6M | -35.2% | +24.7% | -59.9% | -43.8% |
| YTD | +84.4% | -22.0% | +106.4% | +98.0% |
| 1Y | +82.3% | -11.2% | +93.4% | +81.9% |
| 3Y | +646.2% | +3.9% | +642.4% | +575.0% |
| 5Y | +487.4% | -13.9% | +501.4% | +478.9% |
| 10Y | +2,071.0% | +37.8% | +2,033.3% | +1,511.2% |
| All | +2,071.0% | +39.1% | +2,031.9% | +1,511.2% |
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