+3,925.8%
CTSH vs EWZ
+355.2%
+3,570.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.8% |
| 7D | +1.8% | +1.3% | +0.5% | +1.2% |
| 30D | +9.8% | -26.2% | +36.0% | +22.4% |
| 3M | +12.1% | -8.6% | +20.8% | +13.7% |
| 6M | +27.4% | -17.0% | +44.4% | +33.8% |
| YTD | -20.3% | +2.2% | -22.4% | -24.0% |
| 1Y | -8.8% | +2.7% | -11.5% | -13.4% |
| 3Y | +4.0% | +18.2% | -14.2% | -8.2% |
| 5Y | -12.2% | +56.0% | -68.2% | -33.8% |
| 10Y | +38.7% | +60.8% | -22.1% | -9.6% |
| All | +3,925.8% | +355.2% | +3,570.6% | +1,417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling