-11.3%
CTSH vs EAT
+612.9%
-624.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.5% | -3.5% |
| 7D | -5.5% | -4.9% | -0.6% | -5.0% |
| 30D | +4.5% | -1.2% | +5.7% | +4.4% |
| 3M | +13.7% | +52.2% | -38.5% | +8.6% |
| 6M | -8.4% | +65.0% | -73.4% | -13.7% |
| YTD | -26.5% | +55.0% | -81.5% | -30.4% |
| 1Y | -13.9% | +42.1% | -56.0% | -17.7% |
| 3Y | -11.3% | +614.7% | -626.0% | -32.6% |
| All | -11.3% | +612.9% | -624.2% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling