+37.8%
CTSH vs EAT
+375.0%
-337.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.5% |
| 7D | -2.3% | -3.9% | +1.6% | -1.7% |
| 30D | +7.4% | +5.0% | +2.4% | +6.3% |
| 3M | +10.9% | -9.6% | +20.6% | +12.0% |
| 6M | +24.7% | +46.8% | -22.1% | +15.9% |
| YTD | -22.0% | +41.8% | -63.8% | -27.7% |
| 1Y | -11.2% | +98.3% | -109.4% | -22.4% |
| 3Y | +3.9% | +503.1% | -499.2% | -27.9% |
| 5Y | -13.9% | +356.7% | -370.6% | -39.5% |
| 10Y | +37.8% | +349.8% | -312.0% | -19.6% |
| All | +37.8% | +375.0% | -337.2% | -19.6% |
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