-13.4%
CTSH vs EFA
+51.1%
-64.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -2.1% | -1.0% | -1.0% | -1.5% |
| 30D | +8.0% | +1.6% | +6.4% | +6.5% |
| 3M | +10.6% | -3.2% | +13.8% | +12.8% |
| 6M | +32.5% | +2.5% | +30.0% | +28.7% |
| YTD | -21.0% | +10.7% | -31.7% | -28.8% |
| 1Y | -9.9% | +12.8% | -22.7% | -20.2% |
| 3Y | +3.1% | +66.4% | -63.3% | -36.7% |
| 5Y | -13.4% | +51.4% | -64.8% | -39.1% |
| All | -13.4% | +51.1% | -64.6% | -39.1% |
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 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