-13.9%
CTSH vs ETR
+26.4%
-40.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -3.4% |
| 7D | -8.2% | +0.4% | -8.6% | -8.0% |
| 30D | +0.4% | +2.0% | -1.6% | +1.4% |
| 3M | +10.6% | -1.7% | +12.3% | +9.7% |
| 6M | -8.8% | +3.6% | -12.4% | -7.9% |
| YTD | -28.6% | +18.0% | -46.7% | -27.6% |
| All | -13.9% | +26.4% | -40.3% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling