+37.1%
CTSH vs EXC
+197.6%
-160.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.4% |
| 30D | +8.0% | +8.3% | -0.3% | +4.2% |
| 3M | +10.6% | +2.6% | +8.0% | +9.1% |
| 6M | +32.5% | +5.2% | +27.3% | +29.1% |
| YTD | -21.0% | +7.5% | -28.5% | -24.5% |
| 1Y | -9.9% | +3.2% | -13.1% | -12.4% |
| 3Y | +3.1% | +29.5% | -26.4% | -12.8% |
| 5Y | -13.4% | +39.7% | -53.1% | -31.5% |
| 10Y | +37.1% | +200.1% | -162.9% | -23.1% |
| All | +37.1% | +197.6% | -160.4% | -23.1% |
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