+22.2%
CTSH vs ET
+177.0%
-154.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | +3.7% | +2.9% | +0.8% | +3.0% |
| 3M | +17.9% | +16.8% | +1.1% | +13.8% |
| 6M | -2.6% | +18.9% | -21.5% | -6.6% |
| YTD | -26.4% | +37.7% | -64.1% | -31.9% |
| 1Y | -13.0% | +32.4% | -45.5% | -18.8% |
| 3Y | -11.2% | +99.5% | -110.7% | -24.9% |
| 5Y | -14.3% | +244.0% | -258.2% | -36.2% |
| All | +22.2% | +177.0% | -154.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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