+34,813.6%
CTSH vs EWJ
+268.5%
+34,545.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.9% |
| 7D | -2.1% | +4.0% | -6.1% | -5.1% |
| 30D | +1.4% | -4.3% | +5.6% | +4.0% |
| 3M | +7.5% | -6.8% | +14.3% | +12.1% |
| 6M | +39.6% | -0.9% | +40.5% | +36.7% |
| YTD | -22.3% | +14.3% | -36.6% | -32.8% |
| 1Y | -12.0% | +15.3% | -27.3% | -24.4% |
| 3Y | +1.8% | +65.6% | -63.8% | -35.5% |
| 5Y | -15.8% | +47.5% | -63.3% | -41.6% |
| 10Y | +34.8% | +126.2% | -91.4% | -32.3% |
| All | +34,813.6% | +268.5% | +34,545.1% | +10,299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling