-13.9%
CTSH vs EW
+7.6%
-21.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -2.8% |
| 7D | -5.5% | -4.4% | -1.0% | -4.3% |
| 30D | +4.5% | -3.3% | +7.9% | +5.5% |
| 3M | +13.7% | +1.0% | +12.7% | +13.5% |
| 6M | -8.4% | +6.2% | -14.6% | -9.5% |
| YTD | -26.5% | +1.7% | -28.2% | -26.1% |
| 1Y | -13.9% | +8.1% | -22.0% | -15.6% |
| All | -13.9% | +7.6% | -21.6% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling