+34,247.0%
CTSH vs ECL
+2,410.2%
+31,836.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -2.7% | -2.6% | -0.1% | -1.1% |
| 30D | +12.4% | -2.2% | +14.5% | +13.8% |
| 3M | +17.4% | +10.1% | +7.3% | +10.5% |
| 6M | -3.1% | -5.7% | +2.7% | -0.3% |
| YTD | -23.6% | +7.0% | -30.5% | -27.4% |
| 1Y | -10.8% | +2.7% | -13.5% | -13.6% |
| 3Y | -8.3% | +57.7% | -66.0% | -33.4% |
| 5Y | -11.3% | +31.1% | -42.5% | -29.3% |
| 10Y | +22.6% | +150.9% | -128.3% | -38.7% |
| All | +34,247.0% | +2,410.2% | +31,836.8% | +3,768.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling