-14.4%
CTSH vs ELAN
-30.9%
+16.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.6% |
| 7D | -3.7% | -5.4% | +1.7% | -2.8% |
| 30D | +3.7% | +4.7% | -1.0% | +2.8% |
| 3M | +17.9% | -3.7% | +21.6% | +18.3% |
| 6M | -2.6% | -1.2% | -1.5% | -3.6% |
| YTD | -26.4% | +2.4% | -28.8% | -27.7% |
| 1Y | -13.0% | +23.4% | -36.4% | -17.8% |
| 3Y | -11.2% | +96.7% | -107.9% | -27.9% |
| All | -14.4% | -30.9% | +16.5% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling