+4,769.2%
CTSH vs EXEL
+353.7%
+4,415.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.3% |
| 7D | -2.3% | +2.3% | -4.6% | -2.8% |
| 30D | +7.4% | +19.8% | -12.4% | +4.0% |
| 3M | +10.9% | +32.7% | -21.8% | +5.3% |
| 6M | +24.7% | +49.0% | -24.3% | +15.5% |
| YTD | -22.0% | +63.7% | -85.7% | -29.2% |
| 1Y | -11.2% | +75.8% | -86.9% | -20.5% |
| 3Y | +3.9% | +241.3% | -237.4% | -19.5% |
| 5Y | -13.9% | +289.0% | -303.0% | -35.6% |
| 10Y | +37.8% | +377.6% | -339.8% | -9.6% |
| All | +4,769.2% | +353.7% | +4,415.5% | +1,303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling