+22.2%
CTSH vs EFX
+42.6%
-20.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | -3.7% | -4.5% | +0.8% | -1.8% |
| 30D | +3.7% | -6.1% | +9.8% | +6.5% |
| 3M | +17.9% | +6.2% | +11.7% | +15.2% |
| 6M | -2.6% | -11.2% | +8.6% | +2.0% |
| YTD | -26.4% | -21.4% | -5.0% | -19.3% |
| 1Y | -13.0% | -34.3% | +21.3% | +1.8% |
| 3Y | -11.2% | -12.5% | +1.3% | -10.6% |
| 5Y | -14.3% | -35.6% | +21.3% | -5.0% |
| All | +22.2% | +42.6% | -20.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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