+2,494.6%
CTSH vs EW
+7,937.2%
-5,442.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.1% |
| 7D | -0.6% | +11.0% | -11.6% | -3.7% |
| 30D | +13.4% | +19.1% | -5.7% | +7.4% |
| 3M | +14.4% | +14.4% | +0.1% | +9.6% |
| 6M | +27.7% | +22.8% | +5.0% | +19.5% |
| YTD | -20.6% | +19.8% | -40.4% | -25.5% |
| 1Y | -9.1% | +23.9% | -33.0% | -15.6% |
| 3Y | +3.1% | +52.2% | -49.1% | -14.2% |
| 5Y | -11.8% | -13.9% | +2.1% | -13.9% |
| 10Y | +42.7% | +241.9% | -199.2% | -10.4% |
| All | +2,494.6% | +7,937.2% | -5,442.7% | +583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling