+35.8%
CTSH vs ECL
+199.1%
-163.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -1.8% |
| 7D | -0.6% | -0.8% | +0.2% | -0.2% |
| 30D | +13.4% | +8.1% | +5.3% | +8.5% |
| 3M | +14.4% | +6.4% | +8.1% | +10.4% |
| 6M | +27.7% | +14.8% | +13.0% | +17.9% |
| YTD | -20.6% | +15.5% | -36.1% | -27.5% |
| 1Y | -9.1% | +20.1% | -29.2% | -18.9% |
| 3Y | +3.1% | +77.8% | -74.7% | -28.2% |
| 5Y | -11.8% | +37.9% | -49.6% | -29.9% |
| All | +35.8% | +199.1% | -163.4% | -24.5% |
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