-12.2%
CTSH vs EOG
+99.8%
-112.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.8% |
| 7D | +1.8% | -2.4% | +4.2% | +2.2% |
| 30D | +9.8% | +2.9% | +6.8% | +9.0% |
| 3M | +12.1% | +7.2% | +4.9% | +10.4% |
| 6M | +27.4% | +18.2% | +9.2% | +23.0% |
| YTD | -20.3% | +48.9% | -69.1% | -26.7% |
| 1Y | -8.8% | +46.7% | -55.5% | -15.9% |
| 3Y | +4.0% | +37.4% | -33.4% | -3.8% |
| 5Y | -12.2% | +103.9% | -116.1% | -26.4% |
| All | -12.2% | +99.8% | -112.0% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 5y: compounded portfolio wealth divided by compounded EOG 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…
5y analysis · Full analysis span regression · 6 months rolling