+35,575.5%
CTSH vs EXC
+1,083.8%
+34,491.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.0% |
| 7D | -0.6% | -1.2% | +0.6% | -0.1% |
| 30D | +13.4% | +10.0% | +3.5% | +9.4% |
| 3M | +14.4% | +1.6% | +12.8% | +13.6% |
| 6M | +27.7% | +3.3% | +24.5% | +25.8% |
| YTD | -20.6% | +7.6% | -28.2% | -23.6% |
| 1Y | -9.1% | +3.5% | -12.6% | -11.3% |
| 3Y | +3.1% | +27.7% | -24.6% | -9.0% |
| 5Y | -11.8% | +41.1% | -52.9% | -26.0% |
| 10Y | +42.7% | +178.2% | -135.5% | -9.2% |
| All | +35,575.5% | +1,083.8% | +34,491.7% | +27,918.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling