-13.7%
CTSH vs EFA
+63.6%
-77.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.6% |
| 7D | -9.8% | -2.4% | -7.4% | -8.6% |
| 30D | +0.1% | -2.2% | +2.4% | +1.3% |
| 3M | +13.2% | +5.7% | +7.6% | +9.3% |
| 6M | -6.2% | +8.2% | -14.4% | -11.3% |
| YTD | -28.5% | +11.8% | -40.2% | -34.3% |
| 1Y | -13.8% | +18.3% | -32.1% | -24.3% |
| All | -13.7% | +63.6% | -77.2% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling