+34.8%
CTSH vs EAT
+320.8%
-286.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.1% | -4.0% | +1.9% | -1.5% |
| 30D | +1.4% | -2.9% | +4.3% | +1.6% |
| 3M | +7.5% | -16.9% | +24.3% | +10.1% |
| 6M | +39.6% | +57.0% | -17.4% | +28.3% |
| YTD | -22.3% | +38.2% | -60.5% | -27.7% |
| 1Y | -12.0% | +69.3% | -81.2% | -21.0% |
| 3Y | +1.8% | +483.0% | -481.2% | -29.0% |
| 5Y | -15.8% | +364.1% | -380.0% | -41.0% |
| All | +34.8% | +320.8% | -286.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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