-13.9%
CTSH vs ELF
-23.1%
+9.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -3.3% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | +4.5% | +5.9% | -1.4% | +3.9% |
| 3M | +13.7% | +99.5% | -85.8% | +6.7% |
| 6M | -8.4% | +26.5% | -34.9% | -10.4% |
| YTD | -26.5% | +37.2% | -63.7% | -28.7% |
| 1Y | -13.9% | -24.4% | +10.5% | -12.4% |
| All | -13.9% | -23.1% | +9.2% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling