-7.6%
CTSH vs ELAN
+13.9%
-21.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | 0.0% | +2.8% |
| 7D | -0.9% | +11.7% | -12.6% | -1.6% |
| 30D | +13.1% | +12.4% | +0.6% | +12.1% |
| 3M | +17.9% | -1.1% | +19.0% | +17.8% |
| 6M | +28.5% | +12.4% | +16.0% | +26.6% |
| YTD | -19.3% | +11.8% | -31.2% | -20.7% |
| 1Y | -7.6% | +12.5% | -20.1% | -9.6% |
| All | -7.6% | +13.9% | -21.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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