+37.1%
CTSH vs ECL
+196.0%
-158.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -2.1% | -2.3% | +0.2% | -0.9% |
| 30D | +8.0% | +8.3% | -0.3% | +3.2% |
| 3M | +10.6% | +8.4% | +2.1% | +5.5% |
| 6M | +32.5% | +23.3% | +9.3% | +17.6% |
| YTD | -21.0% | +18.2% | -39.2% | -28.8% |
| 1Y | -9.9% | +18.8% | -28.7% | -19.1% |
| 3Y | +3.1% | +78.5% | -75.4% | -28.3% |
| 5Y | -13.4% | +40.1% | -53.5% | -31.8% |
| 10Y | +37.1% | +196.5% | -159.3% | -26.9% |
| All | +37.1% | +196.0% | -158.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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