+23.3%
CTSH vs ELF
+317.0%
-293.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.4% |
| 7D | -8.2% | -6.8% | -1.4% | -7.4% |
| 30D | +0.4% | +5.1% | -4.7% | -0.2% |
| 3M | +10.6% | +79.8% | -69.2% | +2.7% |
| 6M | -8.8% | +29.7% | -38.5% | -12.4% |
| YTD | -28.6% | +31.6% | -60.2% | -31.8% |
| 1Y | -15.9% | -27.9% | +12.0% | -14.7% |
| 3Y | -13.9% | -26.4% | +12.6% | -17.9% |
| 5Y | -17.1% | +235.6% | -252.7% | -39.7% |
| All | +23.3% | +317.0% | -293.7% | -21.1% |
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