+37.8%
CTSH vs EIX
+30.9%
+6.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.1% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | +7.4% | +8.8% | -1.3% | +5.0% |
| 3M | +10.9% | -10.9% | +21.8% | +12.7% |
| 6M | +24.7% | -10.3% | +34.9% | +25.5% |
| YTD | -22.0% | +5.8% | -27.8% | -26.4% |
| 1Y | -11.2% | +11.4% | -22.5% | -17.7% |
| 3Y | +3.9% | +11.1% | -7.2% | -6.8% |
| 5Y | -13.9% | +18.5% | -32.4% | -25.7% |
| 10Y | +37.8% | +32.2% | +5.5% | +1.9% |
| All | +37.8% | +30.9% | +6.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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