-13.9%
CTSH vs ELV
-7.6%
-6.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -8.2% | -2.2% | -6.0% | -7.9% |
| 30D | +0.4% | -0.2% | +0.6% | +0.4% |
| 3M | +10.6% | -6.1% | +16.7% | +11.2% |
| 6M | -8.8% | +42.8% | -51.6% | -12.7% |
| YTD | -28.6% | +14.4% | -43.0% | -29.8% |
| 1Y | -15.9% | +28.6% | -44.5% | -18.7% |
| All | -13.9% | -7.6% | -6.2% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling