+2.5%
CTSH vs ECL
+77.0%
-74.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.6% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | +3.9% | +6.6% | -2.6% | +1.4% |
| 3M | +10.2% | +9.6% | +0.6% | +6.2% |
| 6M | +35.3% | +21.6% | +13.7% | +25.8% |
| YTD | -21.8% | +16.9% | -38.7% | -26.8% |
| 1Y | -12.1% | +17.9% | -30.0% | -18.0% |
| All | +2.5% | +77.0% | -74.5% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling