-7.7%
CTSH vs EXEL
+164.9%
-172.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -2.7% | +8.4% | -11.1% | -3.5% |
| 30D | +12.4% | +4.1% | +8.3% | +11.8% |
| 3M | +17.4% | +12.4% | +4.9% | +15.7% |
| 6M | -3.1% | +41.5% | -44.6% | -7.4% |
| YTD | -23.6% | +34.6% | -58.2% | -26.6% |
| 1Y | -10.8% | +57.9% | -68.7% | -16.4% |
| All | -7.7% | +164.9% | -172.5% | -22.2% |
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