-7.6%
CTSH vs EWT
+54.0%
-61.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +2.6% |
| 7D | -0.9% | -10.9% | +10.0% | -4.6% |
| 30D | +13.1% | -17.7% | +30.8% | +6.4% |
| 3M | +17.9% | -5.0% | +22.9% | +15.8% |
| 6M | +28.5% | +7.4% | +21.1% | +26.1% |
| YTD | -19.3% | +52.8% | -72.1% | -24.6% |
| 1Y | -7.6% | +55.2% | -62.8% | -14.2% |
| All | -7.6% | +54.0% | -61.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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