-8.4%
CTSH vs EXE
+165.2%
-173.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.8% |
| 7D | -2.1% | +5.3% | -7.5% | -3.0% |
| 30D | +1.4% | -2.2% | +3.6% | +1.7% |
| 3M | +7.5% | -5.9% | +13.3% | +8.4% |
| 6M | +39.6% | -5.7% | +45.3% | +40.6% |
| YTD | -22.3% | -17.8% | -4.5% | -20.2% |
| 1Y | -12.0% | -23.1% | +11.2% | -8.6% |
| 3Y | +1.8% | +21.2% | -19.4% | -3.7% |
| 5Y | -15.8% | +78.8% | -94.6% | -23.6% |
| All | -8.4% | +165.2% | -173.5% | -20.9% |
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