+38.7%
CTSH vs ECL
+196.4%
-157.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.8% | +0.4% | +1.4% | +1.5% |
| 30D | +9.8% | +8.6% | +1.2% | +4.8% |
| 3M | +12.1% | +7.9% | +4.2% | +7.2% |
| 6M | +27.4% | +21.0% | +6.4% | +14.2% |
| YTD | -20.3% | +17.5% | -37.8% | -27.9% |
| 1Y | -8.8% | +19.7% | -28.5% | -18.4% |
| 3Y | +4.0% | +77.4% | -73.4% | -27.4% |
| 5Y | -12.2% | +38.7% | -50.9% | -30.5% |
| 10Y | +38.7% | +193.5% | -154.8% | -25.9% |
| All | +38.7% | +196.4% | -157.7% | -25.9% |
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