+21.0%
CTSH vs EWT
+510.6%
-489.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -8.2% | +2.1% | -10.3% | -9.1% |
| 30D | +0.4% | +9.4% | -9.0% | -3.9% |
| 3M | +10.6% | +10.9% | -0.3% | +2.4% |
| 6M | -8.8% | +57.9% | -66.8% | -32.6% |
| YTD | -28.6% | +75.9% | -104.5% | -51.0% |
| 1Y | -15.9% | +89.7% | -105.6% | -45.2% |
| 3Y | -13.9% | +200.9% | -214.8% | -60.6% |
| 5Y | -17.1% | +154.5% | -171.6% | -57.5% |
| 10Y | +21.0% | +520.8% | -499.8% | -66.0% |
| All | +21.0% | +510.6% | -489.6% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling