+499.3%
CTSH vs EFV
+258.8%
+240.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -2.7% | +1.5% | -4.2% | -4.0% |
| 30D | +12.4% | +1.7% | +10.6% | +10.6% |
| 3M | +17.4% | +8.6% | +8.7% | +8.4% |
| 6M | -3.1% | +11.7% | -14.8% | -13.3% |
| YTD | -23.6% | +19.3% | -42.8% | -35.9% |
| 1Y | -10.8% | +30.2% | -41.0% | -31.1% |
| 3Y | -8.3% | +91.6% | -99.9% | -50.9% |
| 5Y | -11.3% | +96.4% | -107.7% | -53.8% |
| 10Y | +22.6% | +166.5% | -143.9% | -52.2% |
| All | +499.3% | +258.8% | +240.5% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling