-16.7%
CTSH vs ET
+241.7%
-258.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -9.8% | +1.4% | -11.1% | -10.1% |
| 30D | +0.1% | +4.6% | -4.5% | -1.2% |
| 3M | +13.2% | +16.0% | -2.8% | +8.6% |
| 6M | -6.2% | +22.8% | -29.0% | -11.8% |
| YTD | -28.5% | +38.9% | -67.3% | -35.2% |
| 1Y | -13.8% | +34.1% | -47.9% | -21.2% |
| 3Y | -13.7% | +98.8% | -112.5% | -30.6% |
| 5Y | -16.7% | +246.8% | -263.5% | -40.6% |
| All | -16.7% | +241.7% | -258.4% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling