-14.8%
CTSH vs EWJ
+51.7%
-66.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -5.5% | +2.9% | -8.4% | -6.8% |
| 30D | +4.5% | +1.1% | +3.4% | +3.9% |
| 3M | +13.7% | +7.1% | +6.6% | +8.8% |
| 6M | -8.4% | +16.2% | -24.6% | -17.3% |
| YTD | -26.5% | +22.0% | -48.5% | -36.2% |
| 1Y | -13.9% | +26.2% | -40.1% | -27.2% |
| 3Y | -11.3% | +73.5% | -84.8% | -42.7% |
| 5Y | -14.8% | +52.7% | -67.5% | -40.8% |
| All | -14.8% | +51.7% | -66.6% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling