+34,247.0%
CTSH vs EFX
+982.7%
+33,264.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.8% | -0.4% |
| 7D | -2.7% | -8.6% | +5.9% | +1.8% |
| 30D | +12.4% | +0.1% | +12.3% | +12.2% |
| 3M | +17.4% | +3.8% | +13.5% | +15.0% |
| 6M | -3.1% | -13.5% | +10.4% | +3.9% |
| YTD | -23.6% | -17.7% | -5.9% | -16.2% |
| 1Y | -10.8% | -25.6% | +14.7% | +2.1% |
| 3Y | -8.3% | -12.1% | +3.8% | -8.5% |
| 5Y | -11.3% | -33.8% | +22.5% | -1.0% |
| 10Y | +22.6% | +45.1% | -22.5% | -18.0% |
| All | +34,247.0% | +982.7% | +33,264.3% | +8,471.2% |
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