-13.9%
CTSH vs EFV
+88.7%
-102.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.4% |
| 7D | -8.2% | -0.5% | -7.7% | -7.9% |
| 30D | +0.4% | 0.0% | +0.4% | +0.4% |
| 3M | +10.6% | +8.4% | +2.2% | +5.5% |
| 6M | -8.8% | +12.3% | -21.2% | -15.2% |
| YTD | -28.6% | +17.4% | -46.0% | -36.1% |
| 1Y | -15.9% | +27.1% | -43.0% | -29.1% |
| All | -13.9% | +88.7% | -102.6% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling