+6,298.2%
CTSH vs ELV
+2,594.2%
+3,704.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.2% |
| 7D | +1.8% | +3.8% | -2.0% | +0.5% |
| 30D | +9.8% | +4.1% | +5.7% | +8.3% |
| 3M | +12.1% | +8.5% | +3.6% | +8.8% |
| 6M | +27.4% | +14.6% | +12.8% | +20.4% |
| YTD | -20.3% | +24.4% | -44.6% | -27.8% |
| 1Y | -8.8% | +44.2% | -53.0% | -21.9% |
| 3Y | +4.0% | -1.4% | +5.5% | -1.2% |
| 5Y | -12.2% | +8.8% | -21.0% | -21.4% |
| 10Y | +38.7% | +268.4% | -229.7% | -26.2% |
| All | +6,298.2% | +2,594.2% | +3,704.0% | +2,037.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling