+18.7%
CTSH vs EWZ
+96.6%
-77.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -9.8% | +1.1% | -10.9% | -10.1% |
| 30D | +0.1% | +13.5% | -13.4% | -3.8% |
| 3M | +13.2% | +15.2% | -2.0% | +7.8% |
| 6M | -6.2% | +3.7% | -9.9% | -7.9% |
| YTD | -28.5% | +22.5% | -51.0% | -33.8% |
| 1Y | -13.8% | +35.3% | -49.0% | -23.0% |
| 3Y | -13.7% | +50.2% | -63.9% | -26.4% |
| 5Y | -16.7% | +64.6% | -81.3% | -33.2% |
| All | +18.7% | +96.6% | -77.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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