-15.8%
CTSH vs EW
-7.9%
-7.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -2.1% | +4.9% | -7.0% | -3.2% |
| 30D | +1.4% | +23.9% | -22.6% | -3.6% |
| 3M | +7.5% | +15.8% | -8.3% | +3.7% |
| 6M | +39.6% | +31.7% | +7.9% | +30.7% |
| YTD | -22.3% | +25.7% | -48.0% | -26.7% |
| 1Y | -12.0% | +24.4% | -36.4% | -16.7% |
| 3Y | +1.8% | +65.9% | -64.1% | -16.0% |
| All | -15.8% | -7.9% | -7.9% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling