+3,822.9%
CTSH vs EWZ
+356.2%
+3,466.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.5% |
| 30D | +1.4% | -24.4% | +25.8% | +11.9% |
| 3M | +7.5% | -4.6% | +12.0% | +7.1% |
| 6M | +39.6% | -11.6% | +51.1% | +42.7% |
| YTD | -22.3% | +2.4% | -24.7% | -26.0% |
| 1Y | -12.0% | +2.1% | -14.0% | -16.2% |
| 3Y | +1.8% | +18.7% | -16.9% | -10.4% |
| 5Y | -15.8% | +54.2% | -70.0% | -36.2% |
| 10Y | +34.8% | +65.9% | -31.1% | -13.4% |
| All | +3,822.9% | +356.2% | +3,466.6% | +1,377.4% |
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