-9.1%
CTSH vs EXC
+2.5%
-11.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.8% |
| 7D | -0.6% | -1.2% | +0.6% | -0.6% |
| 30D | +13.4% | +10.0% | +3.5% | +14.2% |
| 3M | +14.4% | +1.6% | +12.8% | +14.2% |
| 6M | +27.7% | +3.3% | +24.5% | +28.5% |
| YTD | -20.6% | +7.6% | -28.2% | -17.8% |
| 1Y | -9.1% | +3.5% | -12.6% | -6.1% |
| All | -9.1% | +2.5% | -11.6% | -6.1% |
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 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