+38.7%
CTSH vs EL
+60.9%
-22.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +1.8% | +7.6% | -5.8% | -0.4% |
| 30D | +9.8% | +15.7% | -5.9% | +5.2% |
| 3M | +12.1% | +30.5% | -18.4% | +3.4% |
| 6M | +27.4% | +32.5% | -5.1% | +16.4% |
| YTD | -20.3% | +9.4% | -29.7% | -24.5% |
| 1Y | -8.8% | +28.4% | -37.2% | -17.9% |
| 3Y | +4.0% | +4.4% | -0.4% | -7.1% |
| 5Y | -12.2% | -64.5% | +52.3% | +18.6% |
| 10Y | +38.7% | +64.9% | -26.2% | +10.1% |
| All | +38.7% | +60.9% | -22.2% | +10.1% |
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