+38.7%
CTSH vs ETR
+369.0%
-330.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.8% | +2.6% | -0.7% | +0.8% |
| 30D | +9.8% | +8.7% | +1.1% | +6.3% |
| 3M | +12.1% | +6.4% | +5.8% | +9.2% |
| 6M | +27.4% | +0.7% | +26.7% | +25.9% |
| YTD | -20.3% | +23.0% | -43.3% | -28.5% |
| 1Y | -8.8% | +17.9% | -26.7% | -16.8% |
| 3Y | +4.0% | +154.9% | -150.9% | -36.0% |
| 5Y | -12.2% | +157.3% | -169.5% | -47.6% |
| 10Y | +38.7% | +373.4% | -334.6% | -35.2% |
| All | +38.7% | +369.0% | -330.3% | -35.2% |
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