+34.8%
CTSH vs EFA
+147.0%
-112.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -2.1% | +2.2% | -4.4% | -4.2% |
| 30D | +1.4% | +1.4% | 0.0% | -0.2% |
| 3M | +7.5% | -4.2% | +11.6% | +11.2% |
| 6M | +39.6% | +1.9% | +37.7% | +35.1% |
| YTD | -22.3% | +10.2% | -32.5% | -31.2% |
| 1Y | -12.0% | +12.8% | -24.7% | -23.9% |
| 3Y | +1.8% | +65.2% | -63.4% | -41.2% |
| 5Y | -15.8% | +49.8% | -65.7% | -46.0% |
| All | +34.8% | +147.0% | -112.2% | -47.9% |
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