+4.1%
CTSH vs EQX
+244.1%
-239.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -3.0% |
| 7D | -8.2% | +1.7% | -9.9% | -8.3% |
| 30D | +0.4% | +11.1% | -10.7% | -0.1% |
| 3M | +10.6% | +23.1% | -12.5% | +9.4% |
| 6M | -8.8% | -21.8% | +13.0% | -8.0% |
| YTD | -28.6% | -8.1% | -20.5% | -28.9% |
| 1Y | -15.9% | +29.7% | -45.6% | -18.2% |
| 3Y | -13.9% | +179.9% | -193.8% | -21.9% |
| 5Y | -17.1% | +82.5% | -99.6% | -25.7% |
| All | +4.1% | +244.1% | -239.9% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling