+37.8%
CTSH vs EXC
+176.1%
-138.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.3% | -1.7% | -0.6% | -1.5% |
| 30D | +7.4% | +9.3% | -1.9% | +3.3% |
| 3M | +10.9% | +1.0% | +9.9% | +10.2% |
| 6M | +24.7% | +5.9% | +18.7% | +21.0% |
| YTD | -22.0% | +7.6% | -29.6% | -25.5% |
| 1Y | -11.2% | +2.4% | -13.6% | -13.3% |
| 3Y | +3.9% | +30.2% | -26.4% | -12.3% |
| 5Y | -13.9% | +41.4% | -55.3% | -32.2% |
| 10Y | +37.8% | +183.8% | -146.0% | -19.0% |
| All | +37.8% | +176.1% | -138.3% | -19.0% |
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