-7.6%
CTSH vs EXEL
+92.4%
-100.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.4% | +3.0% |
| 7D | -0.9% | +9.8% | -10.6% | -1.6% |
| 30D | +13.1% | +23.6% | -10.5% | +11.5% |
| 3M | +17.9% | +29.9% | -12.0% | +15.9% |
| 6M | +28.5% | +64.7% | -36.2% | +22.6% |
| YTD | -19.3% | +66.0% | -85.3% | -23.7% |
| 1Y | -7.6% | +92.0% | -99.6% | -16.8% |
| All | -7.6% | +92.4% | -100.0% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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