-10.9%
CTSH vs EW
-25.6%
+14.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +12.4% | +1.0% | +11.3% | +12.1% |
| 3M | +17.4% | +2.8% | +14.6% | +16.5% |
| 6M | -3.1% | +5.5% | -8.6% | -4.5% |
| YTD | -23.6% | +5.5% | -29.0% | -24.8% |
| 1Y | -10.8% | +11.0% | -21.9% | -13.3% |
| 3Y | -8.3% | +17.7% | -26.0% | -16.3% |
| All | -10.9% | -25.6% | +14.7% | -6.9% |
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 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