-15.8%
CTSH vs ECL
+38.6%
-54.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.4% |
| 7D | -2.1% | +2.9% | -5.0% | -3.5% |
| 30D | +1.4% | +7.5% | -6.1% | -2.3% |
| 3M | +7.5% | +12.2% | -4.8% | +1.3% |
| 6M | +39.6% | +24.6% | +15.0% | +25.0% |
| YTD | -22.3% | +18.8% | -41.1% | -29.3% |
| 1Y | -12.0% | +19.3% | -31.3% | -20.1% |
| 3Y | +1.8% | +78.2% | -76.4% | -27.0% |
| All | -15.8% | +38.6% | -54.4% | -29.9% |
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 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