-7.6%
CTSH vs EXPE
+48.9%
-56.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.5% | -7.5% | -0.7% |
| 7D | -0.9% | +14.6% | -15.5% | -5.8% |
| 30D | +13.1% | +21.4% | -8.3% | +5.4% |
| 3M | +17.9% | +1.4% | +16.5% | +16.2% |
| 6M | +28.5% | +28.6% | -0.1% | +16.9% |
| YTD | -19.3% | +12.1% | -31.4% | -24.7% |
| 1Y | -7.6% | +50.0% | -57.6% | -16.5% |
| All | -7.6% | +48.9% | -56.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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