-14.8%
CTSH vs EWT
+154.5%
-169.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.3% | -3.7% |
| 7D | -5.5% | +1.6% | -7.1% | -5.9% |
| 30D | +4.5% | +8.2% | -3.7% | +2.0% |
| 3M | +13.7% | +11.1% | +2.7% | +8.2% |
| 6M | -8.4% | +60.4% | -68.8% | -27.8% |
| YTD | -26.5% | +75.6% | -102.1% | -45.1% |
| 1Y | -13.9% | +91.3% | -105.2% | -38.9% |
| 3Y | -11.3% | +200.3% | -211.6% | -55.2% |
| 5Y | -14.8% | +156.4% | -171.2% | -50.9% |
| All | -14.8% | +154.5% | -169.3% | -50.9% |
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