-7.7%
CTSH vs ELF
-17.1%
+9.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -3.8% |
| 7D | -2.7% | +5.4% | -8.1% | -3.2% |
| 30D | +12.4% | +27.0% | -14.6% | +10.0% |
| 3M | +17.4% | +113.2% | -95.8% | +9.8% |
| 6M | -3.1% | +36.6% | -39.7% | -6.1% |
| YTD | -23.6% | +44.2% | -67.8% | -26.4% |
| 1Y | -10.8% | -18.0% | +7.2% | -10.9% |
| All | -7.7% | -17.1% | +9.4% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling