-12.0%
CTSH vs ET
+25.8%
-37.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.7% |
| 7D | -2.1% | +2.5% | -4.7% | -1.7% |
| 30D | +1.4% | -2.5% | +3.8% | +1.0% |
| 3M | +7.5% | -4.9% | +12.3% | +6.6% |
| 6M | +39.6% | -0.1% | +39.6% | +38.0% |
| YTD | -22.3% | +26.2% | -48.5% | -17.3% |
| 1Y | -12.0% | +25.2% | -37.1% | -6.6% |
| All | -12.0% | +25.8% | -37.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling