+22.6%
CTSH vs EXC
+152.8%
-130.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.1% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +12.4% | -3.7% | +16.1% | +14.2% |
| 3M | +17.4% | -1.3% | +18.7% | +17.8% |
| 6M | -3.1% | -9.7% | +6.6% | +0.9% |
| YTD | -23.6% | +2.9% | -26.5% | -25.5% |
| 1Y | -10.8% | +4.4% | -15.2% | -14.0% |
| 3Y | -8.3% | +22.2% | -30.5% | -20.3% |
| 5Y | -11.3% | +46.7% | -58.0% | -32.0% |
| All | +22.6% | +152.8% | -130.3% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling