-17.1%
CTSH vs EFA
+53.1%
-70.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.0% |
| 7D | -8.2% | -0.5% | -7.7% | -7.8% |
| 30D | +0.4% | -1.3% | +1.7% | +1.4% |
| 3M | +10.6% | +5.2% | +5.4% | +5.8% |
| 6M | -8.8% | +9.4% | -18.2% | -16.1% |
| YTD | -28.6% | +12.7% | -41.3% | -36.3% |
| 1Y | -15.9% | +19.3% | -35.2% | -28.7% |
| 3Y | -13.9% | +66.3% | -80.2% | -46.6% |
| 5Y | -17.1% | +53.4% | -70.4% | -43.8% |
| All | -17.1% | +53.1% | -70.2% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling