+21.0%
CTSH vs ETR
+288.4%
-267.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.4% |
| 7D | -8.2% | +0.4% | -8.6% | -8.3% |
| 30D | +0.4% | +2.0% | -1.6% | -0.5% |
| 3M | +10.6% | -1.7% | +12.3% | +10.7% |
| 6M | -8.8% | +3.6% | -12.4% | -11.5% |
| YTD | -28.6% | +18.0% | -46.7% | -34.9% |
| 1Y | -15.9% | +26.2% | -42.2% | -25.8% |
| 3Y | -13.9% | +148.0% | -161.9% | -46.6% |
| 5Y | -17.1% | +126.1% | -143.1% | -47.2% |
| 10Y | +21.0% | +302.3% | -281.3% | -39.8% |
| All | +21.0% | +288.4% | -267.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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