+22.5%
CTSH vs EW
+124.3%
-101.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -2.7% |
| 7D | -5.5% | -4.4% | -1.0% | -4.1% |
| 30D | +4.5% | -3.3% | +7.9% | +5.7% |
| 3M | +13.7% | +1.0% | +12.7% | +13.3% |
| 6M | -8.4% | +6.2% | -14.6% | -10.5% |
| YTD | -26.5% | +1.7% | -28.2% | -27.3% |
| 1Y | -13.9% | +8.1% | -22.0% | -16.7% |
| 3Y | -11.3% | +17.1% | -28.4% | -21.1% |
| 5Y | -14.8% | -29.4% | +14.5% | -10.1% |
| 10Y | +22.5% | +121.7% | -99.2% | -12.9% |
| All | +22.5% | +124.3% | -101.8% | -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