+37.8%
CTSH vs EL
+63.1%
-25.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.5% |
| 7D | -2.3% | +8.0% | -10.3% | -4.5% |
| 30D | +7.4% | +15.4% | -8.0% | +3.1% |
| 3M | +10.9% | +28.5% | -17.6% | +2.7% |
| 6M | +24.7% | +32.2% | -7.6% | +14.0% |
| YTD | -22.0% | +9.2% | -31.2% | -26.1% |
| 1Y | -11.2% | +30.8% | -41.9% | -20.5% |
| 3Y | +3.9% | +3.7% | +0.2% | -7.0% |
| 5Y | -13.9% | -64.8% | +50.8% | +16.5% |
| 10Y | +37.8% | +60.0% | -22.2% | +13.8% |
| All | +37.8% | +63.1% | -25.3% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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