+38.7%
CTSH vs EW
+234.0%
-195.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +1.8% | +9.3% | -7.4% | -1.1% |
| 30D | +9.8% | +22.1% | -12.3% | +2.6% |
| 3M | +12.1% | +13.0% | -0.9% | +7.3% |
| 6M | +27.4% | +30.1% | -2.7% | +16.2% |
| YTD | -20.3% | +22.0% | -42.3% | -26.0% |
| 1Y | -8.8% | +23.7% | -32.5% | -15.8% |
| 3Y | +4.0% | +62.0% | -57.9% | -18.4% |
| 5Y | -12.2% | -12.4% | +0.2% | -13.8% |
| 10Y | +38.7% | +236.1% | -197.3% | -12.9% |
| All | +38.7% | +234.0% | -195.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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