+35.8%
CTSH vs EXC
+175.8%
-140.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -1.9% |
| 7D | -0.6% | -1.2% | +0.6% | 0.0% |
| 30D | +13.4% | +10.0% | +3.5% | +8.7% |
| 3M | +14.4% | +1.6% | +12.8% | +13.4% |
| 6M | +27.7% | +3.3% | +24.5% | +25.4% |
| YTD | -20.6% | +7.6% | -28.2% | -24.2% |
| 1Y | -9.1% | +3.5% | -12.6% | -11.8% |
| 3Y | +3.1% | +27.7% | -24.6% | -12.1% |
| 5Y | -11.8% | +41.1% | -52.9% | -30.5% |
| All | +35.8% | +175.8% | -140.0% | -21.8% |
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