+37.8%
CTSH vs EW
+236.4%
-198.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.6% |
| 7D | -2.3% | +12.3% | -14.6% | -6.0% |
| 30D | +7.4% | +22.9% | -15.5% | +0.2% |
| 3M | +10.9% | +16.7% | -5.8% | +5.1% |
| 6M | +24.7% | +31.0% | -6.3% | +13.5% |
| YTD | -22.0% | +22.8% | -44.8% | -27.8% |
| 1Y | -11.2% | +25.6% | -36.7% | -18.4% |
| 3Y | +3.9% | +62.0% | -58.1% | -18.5% |
| 5Y | -13.9% | -12.8% | -1.2% | -15.3% |
| 10Y | +37.8% | +239.8% | -202.0% | -13.7% |
| All | +37.8% | +236.4% | -198.6% | -13.7% |
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