+525.2%
CTSH vs EFV
+248.5%
+276.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +1.8% | +2.1% | -0.3% | -0.2% |
| 30D | +9.8% | +3.1% | +6.7% | +6.6% |
| 3M | +12.1% | -1.3% | +13.4% | +13.1% |
| 6M | +27.4% | +6.0% | +21.4% | +19.9% |
| YTD | -20.3% | +15.8% | -36.1% | -31.6% |
| 1Y | -8.8% | +21.1% | -29.9% | -24.9% |
| 3Y | +4.0% | +91.0% | -87.0% | -44.3% |
| 5Y | -12.2% | +94.3% | -106.5% | -53.9% |
| 10Y | +38.7% | +160.4% | -121.7% | -44.9% |
| All | +525.2% | +248.5% | +276.7% | +105.6% |
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