-10.6%
CTSH vs ETHA
-44.8%
+34.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | -2.1% | -12.5% | +10.4% | -1.2% |
| 30D | +1.4% | -19.8% | +21.2% | +3.0% |
| 3M | +7.5% | +3.1% | +4.3% | +6.8% |
| 6M | +39.6% | -13.8% | +53.4% | +40.3% |
| YTD | -22.3% | -34.6% | +12.3% | -20.3% |
| 1Y | -12.0% | -38.7% | +26.8% | -9.4% |
| All | -10.6% | -44.8% | +34.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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