+22.2%
CTSH vs EFV
+169.9%
-147.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +1.9% |
| 7D | -3.7% | -0.8% | -2.9% | -3.0% |
| 30D | +3.7% | +0.6% | +3.1% | +3.2% |
| 3M | +17.9% | +7.5% | +10.4% | +10.4% |
| 6M | -2.6% | +13.0% | -15.7% | -13.5% |
| YTD | -26.4% | +18.3% | -44.7% | -37.6% |
| 1Y | -13.0% | +26.7% | -39.8% | -30.8% |
| 3Y | -11.2% | +89.6% | -100.8% | -52.0% |
| 5Y | -14.3% | +98.2% | -112.5% | -55.8% |
| All | +22.2% | +169.9% | -147.7% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling