+21.0%
CTSH vs ED
+105.2%
-84.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -8.2% | -0.2% | -8.0% | -8.1% |
| 30D | +0.4% | +1.9% | -1.6% | -0.3% |
| 3M | +10.6% | +1.9% | +8.7% | +9.8% |
| 6M | -8.8% | -2.3% | -6.6% | -8.3% |
| YTD | -28.6% | +10.9% | -39.5% | -31.8% |
| 1Y | -15.9% | +14.5% | -30.4% | -21.0% |
| 3Y | -13.9% | +33.4% | -47.3% | -25.8% |
| 5Y | -17.1% | +67.3% | -84.4% | -36.9% |
| 10Y | +21.0% | +110.7% | -89.7% | -18.7% |
| All | +21.0% | +105.2% | -84.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling