-10.8%
CTSH vs EXC
+2.6%
-13.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -3.8% |
| 7D | -2.7% | -0.7% | -2.0% | -2.8% |
| 30D | +12.4% | -4.6% | +17.0% | +11.7% |
| 3M | +17.4% | -2.2% | +19.6% | +17.9% |
| 6M | -3.1% | -10.6% | +7.5% | -5.5% |
| YTD | -23.6% | +1.9% | -25.5% | -21.4% |
| 1Y | -10.8% | +3.4% | -14.2% | -9.9% |
| All | -10.8% | +2.6% | -13.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling