+34.8%
CTSH vs ED
+147.1%
-112.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -2.1% | +2.1% | -4.2% | -2.9% |
| 30D | +1.4% | +10.4% | -9.0% | -2.1% |
| 3M | +7.5% | +12.5% | -5.1% | +3.0% |
| 6M | +39.6% | +14.9% | +24.7% | +32.8% |
| YTD | -22.3% | +24.8% | -47.1% | -28.8% |
| 1Y | -12.0% | +23.8% | -35.8% | -19.2% |
| 3Y | +1.8% | +51.6% | -49.8% | -16.0% |
| 5Y | -15.8% | +86.4% | -102.3% | -38.0% |
| All | +34.8% | +147.1% | -112.3% | -13.3% |
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