-8.0%
CTSH vs EXE
+155.8%
-163.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -2.3% | -3.9% | +1.6% | -1.7% |
| 30D | +7.4% | -2.6% | +10.0% | +7.8% |
| 3M | +10.9% | -6.9% | +17.8% | +12.1% |
| 6M | +24.7% | -9.3% | +34.0% | +26.4% |
| YTD | -22.0% | -20.7% | -1.2% | -19.4% |
| 1Y | -11.2% | -21.8% | +10.7% | -8.1% |
| 3Y | +3.9% | +16.2% | -12.4% | -1.1% |
| 5Y | -13.9% | +61.1% | -75.0% | -21.0% |
| All | -8.0% | +155.8% | -163.8% | -20.1% |
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