-10.8%
CTSH vs ED
+24.7%
-35.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | +7.4% | +11.6% | -4.2% | +8.6% |
| 3M | +10.9% | +10.5% | +0.4% | +11.8% |
| 6M | +24.7% | +13.2% | +11.4% | +28.1% |
| YTD | -22.0% | +22.1% | -44.1% | -16.9% |
| All | -10.8% | +24.7% | -35.5% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling