+22.5%
CTSH vs EL
+31.4%
-8.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.2% |
| 7D | -5.5% | +1.7% | -7.2% | -6.0% |
| 30D | +4.5% | +15.5% | -11.0% | +0.1% |
| 3M | +13.7% | +20.6% | -6.8% | +7.4% |
| 6M | -8.4% | +10.5% | -18.9% | -12.2% |
| YTD | -26.5% | -1.9% | -24.6% | -28.0% |
| 1Y | -13.9% | +16.1% | -30.0% | -20.4% |
| 3Y | -11.3% | -30.2% | +18.9% | -9.1% |
| 5Y | -14.8% | -67.4% | +52.5% | +16.8% |
| 10Y | +22.5% | +31.2% | -8.7% | +4.3% |
| All | +22.5% | +31.4% | -8.8% | +4.3% |
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