+21.0%
CTSH vs EXEL
+378.5%
-357.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.0% |
| 7D | -8.2% | -0.3% | -7.9% | -8.2% |
| 30D | +0.4% | +10.1% | -9.7% | -1.0% |
| 3M | +10.6% | +10.1% | +0.5% | +8.9% |
| 6M | -8.8% | +37.7% | -46.5% | -13.4% |
| YTD | -28.6% | +33.1% | -61.7% | -31.9% |
| 1Y | -15.9% | +52.4% | -68.3% | -21.7% |
| 3Y | -13.9% | +163.8% | -177.7% | -27.4% |
| 5Y | -17.1% | +198.5% | -215.6% | -32.2% |
| 10Y | +21.0% | +386.9% | -365.9% | 0.0% |
| All | +21.0% | +378.5% | -357.5% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling