+35,040.8%
CTSH vs ECL
+2,643.3%
+32,397.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.4% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | +3.9% | +6.6% | -2.6% | -0.2% |
| 3M | +10.2% | +9.6% | +0.6% | +3.8% |
| 6M | +35.3% | +21.6% | +13.7% | +19.3% |
| YTD | -21.8% | +16.9% | -38.7% | -29.9% |
| 1Y | -12.1% | +17.9% | -30.0% | -21.7% |
| 3Y | +2.0% | +76.5% | -74.4% | -30.9% |
| 5Y | -15.3% | +36.6% | -51.9% | -34.1% |
| 10Y | +35.7% | +193.2% | -157.5% | -38.7% |
| All | +35,040.8% | +2,643.3% | +32,397.5% | +3,636.2% |
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