-10.9%
CTSH vs EXC
+47.1%
-58.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.4% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +12.4% | -3.7% | +16.1% | +13.2% |
| 3M | +17.4% | -1.3% | +18.7% | +17.7% |
| 6M | -3.1% | -9.7% | +6.6% | -1.1% |
| YTD | -23.6% | +2.9% | -26.5% | -24.5% |
| 1Y | -10.8% | +4.4% | -15.2% | -12.5% |
| 3Y | -8.3% | +22.2% | -30.5% | -15.5% |
| All | -10.9% | +47.1% | -58.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling