+37.8%
CTSH vs ELF
+354.8%
-317.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.1% |
| 7D | -2.3% | +7.8% | -10.1% | -3.3% |
| 30D | +7.4% | +9.3% | -1.8% | +6.2% |
| 3M | +10.9% | +21.2% | -10.3% | +8.1% |
| 6M | +24.7% | +96.1% | -71.4% | +13.9% |
| YTD | -22.0% | +57.0% | -78.9% | -27.2% |
| 1Y | -11.2% | +61.9% | -73.0% | -17.6% |
| 3Y | +3.9% | +20.0% | -16.2% | -7.4% |
| 5Y | -13.9% | +284.8% | -298.7% | -39.1% |
| 10Y | +37.8% | +364.2% | -326.4% | -15.3% |
| All | +37.8% | +354.8% | -317.1% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling