-10.8%
CTSH vs EAT
+96.9%
-107.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.6% |
| 7D | -2.3% | -3.9% | +1.6% | -2.1% |
| 30D | +7.4% | +5.0% | +2.4% | +7.0% |
| 3M | +10.9% | -9.6% | +20.6% | +11.3% |
| 6M | +24.7% | +46.8% | -22.1% | +21.1% |
| YTD | -22.0% | +41.8% | -63.8% | -24.0% |
| All | -10.8% | +96.9% | -107.6% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling