-13.7%
CTSH vs ELAN
+96.4%
-110.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | -9.8% | -6.4% | -3.4% | -9.1% |
| 30D | +0.1% | +0.6% | -0.5% | 0.0% |
| 3M | +13.2% | 0.0% | +13.3% | +12.9% |
| 6M | -6.2% | -3.4% | -2.8% | -6.6% |
| YTD | -28.5% | +1.0% | -29.5% | -29.2% |
| 1Y | -13.8% | +24.7% | -38.5% | -17.0% |
| All | -13.7% | +96.4% | -110.1% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling