+24.6%
CTSH vs EAT
+385.7%
-361.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.5% | -3.3% |
| 7D | -5.5% | -4.9% | -0.6% | -4.7% |
| 30D | +4.5% | -1.2% | +5.7% | +4.4% |
| 3M | +13.7% | +52.2% | -38.5% | +5.8% |
| 6M | -8.4% | +65.0% | -73.4% | -16.6% |
| YTD | -26.5% | +55.0% | -81.5% | -32.5% |
| 1Y | -13.9% | +42.1% | -56.0% | -20.2% |
| 3Y | -11.3% | +614.7% | -626.0% | -39.9% |
| 5Y | -14.8% | +322.7% | -337.6% | -39.1% |
| All | +24.6% | +385.7% | -361.2% | -27.7% |
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