+513.1%
CTSH vs EFV
+247.9%
+265.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -0.9% |
| 7D | -4.2% | +0.7% | -4.9% | -4.9% |
| 30D | +3.9% | +2.0% | +1.9% | +1.9% |
| 3M | +10.2% | -1.6% | +11.8% | +11.5% |
| 6M | +35.3% | +5.8% | +29.5% | +27.6% |
| YTD | -21.8% | +15.6% | -37.4% | -32.8% |
| 1Y | -12.1% | +19.0% | -31.1% | -26.5% |
| 3Y | +2.0% | +90.7% | -88.6% | -45.3% |
| 5Y | -15.3% | +92.8% | -108.1% | -55.2% |
| 10Y | +35.7% | +160.5% | -124.8% | -46.1% |
| All | +513.1% | +247.9% | +265.3% | +102.0% |
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 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