-7.6%
CTSH vs ELV
+42.6%
-50.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.9% | +2.4% |
| 7D | -0.9% | +4.8% | -5.6% | -1.5% |
| 30D | +13.1% | +10.1% | +3.0% | +11.9% |
| 3M | +17.9% | +15.4% | +2.5% | +16.3% |
| 6M | +28.5% | +17.7% | +10.8% | +26.7% |
| YTD | -19.3% | +25.7% | -45.0% | -20.6% |
| 1Y | -7.6% | +39.9% | -47.5% | -11.4% |
| All | -7.6% | +42.6% | -50.2% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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