-14.6%
CTSH vs ELAN
-27.0%
+12.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.5% |
| 7D | -8.2% | -4.6% | -3.6% | -7.2% |
| 30D | +0.4% | +5.7% | -5.3% | -1.0% |
| 3M | +10.6% | -3.9% | +14.5% | +11.0% |
| 6M | -8.8% | -1.6% | -7.2% | -10.0% |
| YTD | -28.6% | +4.1% | -32.7% | -30.7% |
| 1Y | -15.9% | +25.5% | -41.5% | -22.4% |
| 3Y | -13.9% | +103.2% | -117.1% | -35.1% |
| 5Y | -17.1% | -29.8% | +12.7% | -12.9% |
| All | -14.6% | -27.0% | +12.4% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling