-13.0%
CTSH vs EWJ
+26.9%
-40.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +3.2% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | +3.7% | +0.8% | +2.9% | +3.8% |
| 3M | +17.9% | +7.5% | +10.4% | +19.4% |
| 6M | -2.6% | +15.6% | -18.2% | -2.3% |
| YTD | -26.4% | +22.7% | -49.1% | -28.5% |
| 1Y | -13.0% | +26.4% | -39.5% | -17.7% |
| All | -13.0% | +26.9% | -40.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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