+27.7%
CTSH vs ELF
+89.8%
-62.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.5% | -3.6% |
| 7D | -0.6% | +4.0% | -4.6% | -1.2% |
| 30D | +13.4% | +10.6% | +2.8% | +11.8% |
| 3M | +14.4% | +25.8% | -11.4% | +11.1% |
| 6M | +27.7% | +89.1% | -61.3% | +21.4% |
| All | +27.7% | +89.8% | -62.1% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling