-12.1%
CTSH vs ECL
+37.7%
-49.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -1.9% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +13.4% | +8.1% | +5.3% | +9.1% |
| 3M | +14.4% | +6.4% | +8.1% | +10.8% |
| 6M | +27.7% | +14.8% | +13.0% | +19.1% |
| YTD | -20.6% | +15.5% | -36.1% | -26.7% |
| 1Y | -9.1% | +20.1% | -29.2% | -17.9% |
| 3Y | +3.1% | +77.8% | -74.7% | -26.1% |
| All | -12.1% | +37.7% | -49.7% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling