-9.9%
CTSH vs EXE
+191.4%
-201.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.5% | -3.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +12.4% | +8.5% | +3.9% | +10.8% |
| 3M | +17.4% | +5.5% | +11.9% | +16.2% |
| 6M | -3.1% | -5.9% | +2.8% | -2.4% |
| YTD | -23.6% | -9.7% | -13.8% | -22.6% |
| 1Y | -10.8% | +3.6% | -14.4% | -12.2% |
| 3Y | -8.3% | +18.0% | -26.3% | -12.8% |
| 5Y | -11.3% | +109.4% | -120.7% | -21.6% |
| All | -9.9% | +191.4% | -201.2% | -23.4% |
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 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