+3.1%
CTSH vs EXEL
+231.1%
-228.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.9% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | +13.4% | +19.0% | -5.6% | +11.4% |
| 3M | +14.4% | +33.3% | -18.8% | +11.1% |
| 6M | +27.7% | +42.9% | -15.1% | +22.7% |
| YTD | -20.6% | +58.7% | -79.3% | -24.9% |
| 1Y | -9.1% | +70.5% | -79.6% | -14.8% |
| 3Y | +3.1% | +233.8% | -230.7% | -13.5% |
| All | +3.1% | +231.1% | -228.0% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling