-11.3%
CTSH vs EWJ
+73.3%
-84.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | -5.5% | +2.9% | -8.4% | -6.2% |
| 30D | +4.5% | +1.1% | +3.4% | +4.2% |
| 3M | +13.7% | +7.1% | +6.6% | +10.9% |
| 6M | -8.4% | +16.2% | -24.6% | -14.1% |
| YTD | -26.5% | +22.0% | -48.5% | -33.2% |
| 1Y | -13.9% | +26.2% | -40.1% | -23.2% |
| 3Y | -11.3% | +73.5% | -84.8% | -34.8% |
| All | -11.3% | +73.3% | -84.6% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling