+2,398.0%
CTSH vs EW
+6,974.1%
-4,576.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 3M | +17.4% | +2.8% | +14.6% | +16.3% |
| 6M | -3.1% | +5.5% | -8.6% | -5.0% |
| YTD | -23.6% | +5.5% | -29.0% | -25.2% |
| 1Y | -10.8% | +11.0% | -21.9% | -14.2% |
| 3Y | -8.3% | +17.7% | -26.0% | -17.2% |
| 5Y | -11.3% | -25.7% | +14.4% | -9.3% |
| 10Y | +22.6% | +132.8% | -110.2% | -14.4% |
| All | +2,398.0% | +6,974.1% | -4,576.1% | +586.0% |
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