-12.7%
CTSH vs EFX
-29.7%
+17.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.8% | +0.3% | +1.6% | +1.7% |
| 30D | +9.8% | +29.1% | -19.3% | -2.0% |
| 3M | +12.1% | +4.3% | +7.9% | +9.8% |
| 6M | +27.4% | +7.7% | +19.7% | +23.0% |
| YTD | -20.3% | -12.5% | -7.8% | -17.0% |
| 1Y | -8.8% | -8.8% | 0.0% | -6.5% |
| 3Y | +4.0% | +4.3% | -0.3% | -3.8% |
| All | -12.7% | -29.7% | +17.0% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling