+35,575.5%
CTSH vs EL
+854.5%
+34,720.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -3.5% |
| 7D | -0.6% | +0.8% | -1.4% | -1.0% |
| 30D | +13.4% | +16.5% | -3.1% | +7.2% |
| 3M | +14.4% | +29.2% | -14.7% | +3.7% |
| 6M | +27.7% | +27.9% | -0.2% | +15.3% |
| YTD | -20.6% | +6.2% | -26.8% | -25.3% |
| 1Y | -9.1% | +27.2% | -36.3% | -20.2% |
| 3Y | +3.1% | +3.2% | -0.1% | -10.3% |
| 5Y | -11.8% | -66.0% | +54.2% | +15.4% |
| 10Y | +42.7% | +58.3% | -15.6% | -5.1% |
| All | +35,575.5% | +854.5% | +34,720.9% | +8,677.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling