+18.7%
CTSH vs EFA
+144.2%
-125.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +1.0% |
| 7D | -9.8% | -2.4% | -7.4% | -7.8% |
| 30D | +0.1% | -2.2% | +2.4% | +2.2% |
| 3M | +13.2% | +5.7% | +7.6% | +6.7% |
| 6M | -6.2% | +8.2% | -14.4% | -14.4% |
| YTD | -28.5% | +11.8% | -40.2% | -37.1% |
| 1Y | -13.8% | +18.3% | -32.1% | -28.4% |
| 3Y | -13.7% | +64.9% | -78.6% | -49.5% |
| 5Y | -16.7% | +52.4% | -69.1% | -47.0% |
| All | +18.7% | +144.2% | -125.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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