+3,759.2%
CTSH vs EWZ
+436.1%
+3,323.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -2.7% | +6.5% | -9.2% | -5.2% |
| 30D | +12.4% | +4.8% | +7.5% | +10.1% |
| 3M | +17.4% | +9.9% | +7.5% | +12.3% |
| 6M | -3.1% | +1.9% | -5.0% | -4.9% |
| YTD | -23.6% | +20.3% | -43.9% | -30.3% |
| 1Y | -10.8% | +35.6% | -46.4% | -22.9% |
| 3Y | -8.3% | +43.4% | -51.7% | -23.8% |
| 5Y | -11.3% | +55.9% | -67.3% | -31.8% |
| 10Y | +22.6% | +84.2% | -61.5% | -23.0% |
| All | +3,759.2% | +436.1% | +3,323.1% | +1,291.1% |
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