-15.3%
CTSH vs EXC
+39.8%
-55.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.2% | -1.9% | -2.3% | -3.8% |
| 30D | +3.9% | +7.8% | -3.8% | +2.3% |
| 3M | +10.2% | +1.9% | +8.3% | +9.7% |
| 6M | +35.3% | +3.4% | +31.9% | +34.2% |
| YTD | -21.8% | +7.6% | -29.4% | -23.6% |
| 1Y | -12.1% | +2.1% | -14.2% | -13.0% |
| 3Y | +2.0% | +29.6% | -27.6% | -7.4% |
| 5Y | -15.3% | +39.5% | -54.8% | -29.3% |
| All | -15.3% | +39.8% | -55.0% | -29.3% |
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