-15.8%
CTSH vs EXE
+187.5%
-203.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.6% |
| 7D | -8.2% | -2.7% | -5.5% | -7.8% |
| 30D | +0.4% | -0.4% | +0.8% | +0.5% |
| 3M | +10.6% | +9.5% | +1.1% | +8.8% |
| 6M | -8.8% | -9.3% | +0.5% | -7.6% |
| YTD | -28.6% | -10.9% | -17.7% | -27.6% |
| 1Y | -15.9% | +4.3% | -20.2% | -17.4% |
| 3Y | -13.9% | +18.8% | -32.7% | -18.2% |
| 5Y | -17.1% | +101.4% | -118.5% | -26.3% |
| All | -15.8% | +187.5% | -203.3% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling