-7.7%
CTSH vs EL
-29.8%
+22.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -4.0% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | +12.4% | +19.8% | -7.5% | +9.3% |
| 3M | +17.4% | +25.7% | -8.3% | +13.4% |
| 6M | -3.1% | +5.4% | -8.5% | -4.5% |
| YTD | -23.6% | +0.2% | -23.8% | -24.6% |
| 1Y | -10.8% | +20.4% | -31.3% | -14.5% |
| All | -7.7% | -29.8% | +22.1% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling