-13.4%
CTSH vs EWT
+127.6%
-141.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -2.1% |
| 7D | -2.1% | +3.2% | -5.3% | -2.9% |
| 30D | +8.0% | -12.3% | +20.3% | +11.0% |
| 3M | +10.6% | -3.6% | +14.2% | +10.3% |
| 6M | +32.5% | +3.1% | +29.4% | +26.0% |
| YTD | -21.0% | +57.7% | -78.7% | -39.9% |
| 1Y | -9.9% | +60.3% | -70.2% | -32.1% |
| 3Y | +3.1% | +163.4% | -160.2% | -46.1% |
| 5Y | -13.4% | +127.4% | -140.9% | -48.0% |
| All | -13.4% | +127.6% | -141.0% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling