+7.4%
CTSH vs EQX
+232.0%
-224.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.8% |
| 7D | -3.7% | -3.2% | -0.5% | -3.6% |
| 30D | +3.7% | +7.8% | -4.1% | +3.3% |
| 3M | +17.9% | +21.3% | -3.4% | +16.7% |
| 6M | -2.6% | -22.4% | +19.8% | -1.8% |
| YTD | -26.4% | -11.3% | -15.1% | -26.5% |
| 1Y | -13.0% | +13.5% | -26.5% | -14.7% |
| 3Y | -11.2% | +162.1% | -173.3% | -19.1% |
| 5Y | -14.3% | +84.2% | -98.5% | -23.2% |
| All | +7.4% | +232.0% | -224.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling