+35,040.8%
CTSH vs EFX
+1,042.2%
+33,998.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -4.2% | -3.6% | -0.6% | -2.3% |
| 30D | +3.9% | +25.3% | -21.3% | -7.7% |
| 3M | +10.2% | +3.8% | +6.4% | +7.7% |
| 6M | +35.3% | +12.7% | +22.6% | +26.8% |
| YTD | -21.8% | -13.1% | -8.7% | -16.9% |
| 1Y | -12.1% | -9.3% | -2.8% | -8.6% |
| 3Y | +2.0% | +3.5% | -1.5% | -6.2% |
| 5Y | -15.3% | -30.6% | +15.3% | -7.6% |
| 10Y | +35.7% | +80.2% | -44.5% | -19.5% |
| All | +35,040.8% | +1,042.2% | +33,998.5% | +8,403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling