+4,120.7%
CTSH vs EFA
+375.7%
+3,745.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -2.1% | +2.2% | -4.4% | -4.3% |
| 30D | +1.4% | +1.4% | 0.0% | -0.3% |
| 3M | +7.5% | -4.2% | +11.6% | +11.3% |
| 6M | +39.6% | +1.9% | +37.7% | +34.9% |
| YTD | -22.3% | +10.2% | -32.5% | -31.4% |
| 1Y | -12.0% | +12.8% | -24.7% | -24.0% |
| 3Y | +1.8% | +65.2% | -63.4% | -40.4% |
| 5Y | -15.8% | +49.8% | -65.7% | -45.8% |
| 10Y | +34.8% | +145.2% | -110.3% | -46.4% |
| All | +4,120.7% | +375.7% | +3,745.0% | +848.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling