+1.3%
CTSH vs EXC
+31.9%
-30.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.2% |
| 7D | -2.6% | +1.4% | -4.0% | -2.7% |
| 30D | +0.9% | +8.6% | -7.7% | +0.6% |
| 3M | +6.9% | +2.4% | +4.5% | +6.7% |
| 6M | +38.8% | +6.5% | +32.4% | +38.7% |
| YTD | -22.7% | +9.0% | -31.8% | -22.9% |
| 1Y | -12.4% | +4.6% | -17.0% | -12.4% |
| 3Y | +1.3% | +33.5% | -32.2% | -4.1% |
| All | +1.3% | +31.9% | -30.6% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling