-13.9%
CTSH vs EXE
+3.8%
-17.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.9% |
| 7D | -5.5% | -1.8% | -3.7% | -5.3% |
| 30D | +4.5% | +6.4% | -1.9% | +4.0% |
| 3M | +13.7% | +9.2% | +4.5% | +12.7% |
| 6M | -8.4% | -7.0% | -1.4% | -8.8% |
| YTD | -26.5% | -9.5% | -17.0% | -26.2% |
| 1Y | -13.9% | +6.2% | -20.2% | -13.4% |
| All | -13.9% | +3.8% | -17.7% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling