+34,247.0%
CTSH vs EXC
+1,032.4%
+33,214.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +12.4% | -3.7% | +16.1% | +13.9% |
| 3M | +17.4% | -1.3% | +18.7% | +17.8% |
| 6M | -3.1% | -9.7% | +6.6% | +0.3% |
| YTD | -23.6% | +2.9% | -26.5% | -25.1% |
| 1Y | -10.8% | +4.4% | -15.2% | -13.3% |
| 3Y | -8.3% | +22.2% | -30.5% | -17.8% |
| 5Y | -11.3% | +46.7% | -58.0% | -26.9% |
| 10Y | +22.6% | +155.3% | -132.7% | -19.5% |
| All | +34,247.0% | +1,032.4% | +33,214.6% | +27,358.4% |
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