+34,958.1%
CTSH vs ETR
+2,197.6%
+32,760.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.1% |
| 7D | -2.3% | +1.7% | -4.0% | -2.9% |
| 30D | +7.4% | +8.7% | -1.3% | +4.3% |
| 3M | +10.9% | +4.9% | +6.0% | +8.9% |
| 6M | +24.7% | +0.8% | +23.9% | +23.4% |
| YTD | -22.0% | +23.1% | -45.1% | -28.8% |
| 1Y | -11.2% | +17.9% | -29.0% | -17.7% |
| 3Y | +3.9% | +154.5% | -150.7% | -29.0% |
| 5Y | -13.9% | +160.3% | -174.2% | -42.4% |
| 10Y | +37.8% | +366.9% | -329.2% | -25.3% |
| All | +34,958.1% | +2,197.6% | +32,760.4% | +21,156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling