+478.4%
CTSH vs ET
+1,311.7%
-833.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.2% | +3.0% | -7.2% | -4.9% |
| 30D | +3.9% | -3.5% | +7.4% | +4.7% |
| 3M | +10.2% | -5.6% | +15.8% | +11.5% |
| 6M | +35.3% | +0.5% | +34.8% | +34.7% |
| YTD | -21.8% | +26.3% | -48.2% | -26.7% |
| 1Y | -12.1% | +25.7% | -37.8% | -17.6% |
| 3Y | +2.0% | +85.1% | -83.0% | -13.7% |
| 5Y | -15.3% | +216.4% | -231.7% | -37.9% |
| 10Y | +35.7% | +160.9% | -125.2% | -3.8% |
| All | +478.4% | +1,311.7% | -833.3% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling