+4,052.2%
CTSH vs EFA
+394.8%
+3,657.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -2.7% | +0.6% | -3.3% | -3.2% |
| 30D | +12.4% | +0.9% | +11.5% | +11.4% |
| 3M | +17.4% | +4.9% | +12.5% | +11.1% |
| 6M | -3.1% | +8.6% | -11.6% | -12.3% |
| YTD | -23.6% | +14.6% | -38.2% | -34.6% |
| 1Y | -10.8% | +22.6% | -33.5% | -28.7% |
| 3Y | -8.3% | +66.5% | -74.8% | -46.5% |
| 5Y | -11.3% | +54.5% | -65.9% | -44.3% |
| 10Y | +22.6% | +144.8% | -122.2% | -51.0% |
| All | +4,052.2% | +394.8% | +3,657.4% | +803.7% |
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