+34,247.0%
CTSH vs EIX
+372.7%
+33,874.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | -2.7% | -19.1% | +16.4% | +1.1% |
| 30D | +12.4% | -16.9% | +29.3% | +15.8% |
| 3M | +17.4% | -20.0% | +37.4% | +21.8% |
| 6M | -3.1% | -21.3% | +18.2% | +0.5% |
| YTD | -23.6% | -1.7% | -21.9% | -25.2% |
| 1Y | -10.8% | +9.6% | -20.4% | -15.1% |
| 3Y | -8.3% | -3.7% | -4.6% | -11.5% |
| 5Y | -11.3% | +22.6% | -33.9% | -19.8% |
| 10Y | +22.6% | +17.7% | +4.9% | +8.8% |
| All | +34,247.0% | +372.7% | +33,874.3% | +23,746.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling