-14.8%
CTSH vs EFX
-35.1%
+20.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.8% | -2.5% |
| 7D | -5.5% | -7.8% | +2.4% | -2.1% |
| 30D | +4.5% | -5.7% | +10.2% | +7.1% |
| 3M | +13.7% | +2.5% | +11.2% | +12.6% |
| 6M | -8.4% | -16.7% | +8.3% | -1.9% |
| YTD | -26.5% | -20.2% | -6.3% | -20.2% |
| 1Y | -13.9% | -31.4% | +17.5% | -1.8% |
| 3Y | -11.3% | -10.5% | -0.8% | -12.1% |
| 5Y | -14.8% | -35.2% | +20.4% | -6.9% |
| All | -14.8% | -35.1% | +20.2% | -6.9% |
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