-14.4%
CTSH vs EQX
+83.7%
-98.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.8% |
| 7D | -3.7% | -3.2% | -0.5% | -3.5% |
| 30D | +3.7% | +7.8% | -4.1% | +3.2% |
| 3M | +17.9% | +21.3% | -3.4% | +16.5% |
| 6M | -2.6% | -22.4% | +19.8% | -1.5% |
| YTD | -26.4% | -11.3% | -15.1% | -26.6% |
| 1Y | -13.0% | +13.5% | -26.5% | -15.2% |
| 3Y | -11.2% | +162.1% | -173.3% | -22.1% |
| All | -14.4% | +83.7% | -98.1% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling