-6.4%
CTSH vs EXE
+151.8%
-158.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.6% |
| 7D | -0.6% | -6.6% | +6.0% | +0.5% |
| 30D | +13.4% | -4.0% | +17.4% | +14.1% |
| 3M | +14.4% | -7.5% | +21.9% | +15.8% |
| 6M | +27.7% | -11.7% | +39.4% | +30.1% |
| YTD | -20.6% | -22.0% | +1.4% | -17.7% |
| 1Y | -9.1% | -21.8% | +12.7% | -6.0% |
| 3Y | +3.1% | +8.0% | -4.9% | -0.6% |
| 5Y | -11.8% | +62.3% | -74.1% | -18.9% |
| All | -6.4% | +151.8% | -158.1% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling