-12.1%
CTSH vs EL
+22.5%
-34.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.8% |
| 7D | -4.2% | +2.7% | -6.8% | -4.6% |
| 30D | +3.9% | +10.8% | -6.9% | +2.2% |
| 3M | +10.2% | +26.5% | -16.3% | +5.9% |
| 6M | +35.3% | +31.1% | +4.2% | +29.0% |
| YTD | -21.8% | +6.6% | -28.4% | -25.2% |
| 1Y | -12.1% | +21.8% | -34.0% | -19.1% |
| All | -12.1% | +22.5% | -34.6% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling