-9.1%
CTSH vs ED
+26.3%
-35.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -2.7% |
| 7D | -0.6% | +1.6% | -2.2% | -0.5% |
| 30D | +13.4% | +13.3% | +0.1% | +14.8% |
| 3M | +14.4% | +9.7% | +4.7% | +15.0% |
| 6M | +27.7% | +12.8% | +14.9% | +30.7% |
| YTD | -20.6% | +22.3% | -42.9% | -15.8% |
| 1Y | -9.1% | +26.3% | -35.4% | -2.6% |
| All | -9.1% | +26.3% | -35.5% | -2.6% |
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