+34,247.0%
CTSH vs EWJ
+294.6%
+33,952.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.9% |
| 7D | -2.7% | +2.5% | -5.2% | -4.5% |
| 30D | +12.4% | +3.3% | +9.1% | +9.5% |
| 3M | +17.4% | +5.0% | +12.4% | +11.3% |
| 6M | -3.1% | +11.5% | -14.6% | -13.2% |
| YTD | -23.6% | +22.4% | -46.0% | -36.6% |
| 1Y | -10.8% | +30.2% | -41.0% | -29.7% |
| 3Y | -8.3% | +72.8% | -81.1% | -43.2% |
| 5Y | -11.3% | +54.1% | -65.5% | -40.0% |
| 10Y | +22.6% | +140.6% | -118.0% | -40.7% |
| All | +34,247.0% | +294.6% | +33,952.4% | +9,707.3% |
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